Where have you seen NO COMMA+ “which” on a GMAT problem? As far as I'm aware, they always use NO COMMA + "that".
The example you give is a good one; we need to be more sophisticated than just to follow a rule such as 'which modifies the noun immediately before it' blindly. Take this example:
The box of chocolates, which is painted red, is on the table.
Clearly, the modifier 'which is painted red' is referring to the 'box', not the chocolates. Importantly, the meaning of the sentence is clear. And how else could we convey the meaning? Saying 'The painted red box of chocolates is on the table.' or 'The of chocolates box, which is painted red, is on the table.' or 'The box, which is painted red, of chocolates is on the table.' all sound clumsy in English. Somehow we need to compromise and squeeze an extra modifier ('of chocolates' between the noun and the which). This is exactly what's going on in the example you cite: it's clear that the 'which' modifies the letters and not the person.
So, revise your understand of the which rule to be 'we need to place a which modifier as close as possible to the noun its modifying, but it's okay to squeeze another modifier between them if the meaning is clear.'