I know you are going to say they will sell it and tell them to mail in the request. Solution: make people fill it out at the line up when they pick up the CON set...
Well, I can honestly say I haven't heard that one.
But I can also honestly say "No way in hell".
All this would do is double-pad the wallets of the guys that scalped the con sets.
They, and their friends/relatives, etc would get the figure in 2 months via mail, and then promptly sell it on ebay - WITHOUT the con set.
Scalpers are morons, they're about the money, and thus - don't care if the set is always complete. They'll simply pick up the set, sell it, and when the figure is mailed to them, sell that to someone else.
Anything that acts as a solution HAS to be done at the con and that's it. Period.