We've had a similar problem - about a year ago, a new house of worship was built diagonally across the street from us. This particular religion has prayers multiple times a day, with a major one at 2PM. They have very limited parking, so each day around 1:30, cars start parking up and down the street, including many in front of our house. They usually start leaving by 2:30. Nearly every time I've been home to witness it someone has parked blocking our mailbox and on a couple occasions someone has parked blocking our driveway!!
Our mail generally gets delivered anytime between 1 and 4 PM. Normally we aren't home at 2PM during the week, so I have no idea how many times there's been overlap between the parking and attempted mail delivery. We did get a note in our box at one point saying mail was not delivered due to a blocked mailbox.
Whenever I am home and someone has started to park there, I go out and nicely explain the situation and ask that they please not park blocking our mailbox, but I'm sure it still happens. I've thought about going to talk to whomever is the head of the place in question, but I am a bit nervous because I believe there are some restrictions around where women can be in the building and while I do want this resolved, I also want to be respectful about it. I think I'd have a hard time convincing my husband to go over and discuss it.
To finally get to my point - I swear I have one - we are thinking of putting up a sign stating "Please do not park blocking mailbox". However that is because it's not one particular person or neighbor doing it. I agree that if it happens again, you should bring it up with them in as friendly a manner as possible, as they may not realize they were causing an issue.