My FFL doesn't open the box when they get it. They call me that they received a package for me. When I get there, they hand me the box and a knife and I open it in front of them, remove the new toy(s) and the paperwork and hand both to them. I eventually get to take the new toy(s) home while they keep the FFL paperwork.

I guess I've been lucky that all the people I've purchased things from through direct sales or Gunbroker have followed my FFL's request of putting my name on the front of the box, so they can track when a package arrives.