I looked at a couple sites for the lulz (on my tablet, of course! I trust them about as far as I can ban them, not at all.). There's one thing that I found interesting between some of them.

They seem to have a thing with the Ul'dah mail moogle. They said that they would meet face-to-face there, so I don't think it's a far stretch to assume that's where they mail it out at either.

Put some form of a tracker on that mail moogle, as well as the ones in the other cities in case they catch on (yeah, they might actually move into the wilderness, but we're talking baby steps here). If it's noticed a level 1 character is sending out a lot of gil, you should be able to track both a buyer and a seller.