I am from Poland and one time I had a letter and there was the thinest slice in the envelope, you could almost not even see it, and I assume it was the mail man checking for money, but I have never had problems with packages or anything else. If you are doing a package exchange, and it has only souvenirs, then write on the box what is inside it, and it will be fine.
All of the countries you list have functional and honest postal services, except possibly Poland. Check with your pen pal there to find out if it is OK to send something via the mail or if it needs to go via a shipping service like FedEx and UPS.
spain is better , economic and safety, the 3 country in europe reciving tourits
Should be.