The mail I've received has been marked as from C/S with return address. If someone is snoopy enough they could obviously track down the return address - which is mandatory on US mail.

The simple answer is that no, there is nothing about the mail to make it obviously from the Church of Satan, but the CoS is in no way responsible if your family opens your mail and sees what it is.
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"The devil I'll bring you," answered Hagen. "I have enough to carry with my shield and breastplate; my helm is bright, the sword is in my hand, therefore I bring you naught."