couldn't hurt to put a note in a plastic bag on top of the box asking not to cut the boxes apart.
and shrink wrapping boxes together will not prevent them from being opened, period. i they cannot be x-rayed they will be opened. if they are x-rayed and the inspector is not satisfied with the images produced, they will open them.
I'd plan for them opening the boxes - kinda sucks, but you gotta look at the worst-case to best prevent separation/loss of contents.