When i was a kid we left them on the fire grate, and whoosh they were gone up the chimney by morning.
We don't have a fireplace, and generally leave it out on the table in the living room. Never posted it, as dd was convinced the postman wouldn't believe in FC! Do you have any much more inventive ways of the elves collecting it.
(i really don't think this yr DD truly believes they will magic it away!)