Kate,You can write 宛名人不明 and put it right outside your own mail box, for the delivery man to see.
Also, be sure you have your own name on your mail box. If the name on the mail box does not match the name on the envelope, the delivery man will send it back to the sender without even bothering you, no matter who the delivery man is employed by.
Trust me, it has happened to me many times. And I was the person on the envelope who had long moved out and had informed all my senders about it.