You can do onething, go to postoffice and ask them to hold your mail. Go and check everyweek. That way you don't miss any letter. I don't know if they send the approvals in ordinary mail or express mail. Ordinary mail is no problem, as long as you requested to hold or forward. But I am not sure about the Express mail. You can always check with the post office guys to see what they do.
But if it is fedex etc, it is totally different case. I don't think INS uses FEDEX.
Hope this information helps . . .