I've sold lots, some of which were obviously chopped out of vehicles with a sawzall (vehicles that I legally owned, btw). They've always scanned my ID, took my thumb print, and mailed me the check after a couple of days.
This will probably be what I do. The metal scrap yards are in a town nearby where there has been a lot of meth lab activity so I think just the fact that I'm not one of those guys will help.