Ah, that sucks :( Does your mail carrier care what's in the envelope? A Yubikey is very small, or you can buy one of the Fidesmo cards, if you want to be lower-key.
Mail carrier doesn't[1], import customs do. They tend to regularly deny various hardware, like phones that aren't certified in Russia (I've tried to buy an OpenMoko GTA01 and it haven't passed through) or sometimes random hardware that has crypto or wireless stuff in it (e.g. Steam Link set-top-boxes).
I'm not sure what sort of logic they use for screening. They'd probably let anything pass if it'd be declared as "USB flash drive" and shipped from China (tons of such stuff is bought on AliExpress every day) in a typical envelope, haha - but may well likely screen the parcel for less common cases.
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[1] A counter-terrorism^W mass surveillance law had recently passed so they will have to start screening parcels in 2017, though - but that's another story.
Oh, that's unfortunate. You're right about China, they're very savvy about marking things as "camera accessories" and "usb flash drive" so pretty much everything passes through, too bad other companies don't do that too...
