Often they don't search small packages, but if they open it and it's straight DHEA it's a pretty easy seizure on their part. Something like 6-bromo probably aren't legal but might not be immediately apparent to them. Yohimbine is illegal but when it's labelled Rauwolfine S. it's harder for them to figure it out.
Basically if they don't open your small package, you're good. If they open it, you're screwed with some like plain DHEA in it, and might get lucky if it's some other mixed product with it snuck in.