There is another, bigger thread about mail tampering
here.
Your case is slightly different though as, yes, theft is involved. As an alternative to a solicitor's letter, you could initiate a claim in the small claims court. You can do this yourself, so it's cheap - about �50, I think, though if you win you get costs. But for any legal efforts to succeed you will have to prove the tickets were delivered. Without this, you haven't really got much of a case.
I have
some sympathy with the police here; they are, justifiably, loathe to get involved in 'personals'.