I lived in Rome for four months last year. And, it’s true. Italy has possibly the worst postal system on Earth. If you put a package in there, you have about a 50% chance of seeing it in six months and a 50% chance of never seeing it again.
Vatican City, however, has its own postal service. And, you know what? It’s one of the best in the world. After our first experience with PosteItalia, we would always walk down to St. Peter’s to drop letters in the mail. It worked very nicely.
So, you should be able to write directly to the Vatican without ever touching PosteItaliane. Just address it to an address within Vatican City, and don’t put “Roma, Italia” on the envelope. It will get there quickly. It will then very possibly be lost in the vast and inefficient Vatican bureaucracy, perhaps for just as long as it would have been lost in the Italian post… but it’ll get there safe, at least!
I’m not sure about return receipt, but I’m not sure it’s necessary, given the Vatican’s postal efficiency. FedEx would have that feature, though, if you really wanted it.
Do follow the above poster’s advice and consult the Lay Activism document first. Very, very, very rarely does a matter like this need to be sent all the way to Rome, and they will virtually always refer the matter back to the local bishop, who has all authority in these matters. Unless your parish is ordaining womenpriests or something, you’re sending to the wrong address.