I would not play to this tenant's threats. Another way to handle the mail is get the mail as soon as the mailman drops it off, as some mailmen tend to pass around the same time every day. Just take his mail, write on the front of the envelope 'moved, not at this address", and drop it in the blue, delivery box in town. I would tell him you want it to go to small claims. And go, along with the original signed lease. You may want to take pictures of the cupboard and carpet, a cleaning estimate from the local steam cleaning company, as well as the cost estimate of a new lock for each key he didn't return. I like to have some supporting evidence with me when I get to small claims court.