Approach your mail carrier directly. Speak to your personal postal carrier or the local post office about the problem and ask that they please stop previous resident's mail that arrives in your mailbox. Give your mail carrier some of the mail you have written "Return to Sender" on. This may be more effective then simply writing a note on the piece of mail. Speaking with your mail carrier in person may encourage them to look into the matter and check and see if a change of address has been filed. When you go to the post office, ask to speak to the station manager and tell them your problem.
I think you need to talk to the people at the post office. They are required to deliver the mail; merely marking it in any manner won't change that.
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