Very cool project, what I kind of miss as usual with this devices is a good (3D printed) case option, since the display is nice for just 10 USD, but nothing more then a gimmick without the option to put it in a casing.
The more expensive options are nice tho, even also them I would not really consider as more as a gimmick to play around with.
You still have to trust Blockstream to keep all your personal information safe, and hope there won't be any leaks or attacks that will steal and sell your data.
This made me laugh and sad at the same time when I know what experience we had with Ledger. It's hard to break the link unless you convince someone to receive the delivery for you and they don't know what will it be. This way you put them in risk too.
You can consider to let them ship the device to some kind of parcel box like it is usually possible in most countries. With that option a thief will maybe be able to get to your name but that’s all. I think this information will not be enough for somebody really trying to Trackballes down and rob you.