Over here they don't check every package, there is simply to much, so it's still based on luck as they pick packages at random along with the suspicious ones of course. Also the mark it as gift trick doesn't always work either because to many shops used it in the past. If they suspect it's not a gift but something you ordered you still have to pay and at random they ask you to fill in forms to prove the value of the package is correct.
Sending it back because you have to pay import fees/tax won't work as you still have to pay them as it's already imported. You can only ask the sender to cover those costs but I never saw any webshop doing that.