PayPal require a tracked form of delivery. IIRC, if the buyer says it didn't arrive then you have to prove otherwise.
This can be hard with UK based couriers (e.g. Royal Mail) because, although they trace packages, once it's in the hands of the country's own postal service they effectively class it as "delivered". The problem comes with then proving who signed for the parcel as you'd have to go through the country's own postal tracing service, or use an international courier (which will be more expensive).
In short: It's not worth the hassle.