When there is a known incident, how can I prevent anthrax exposure from cross-contaminated mail?

Autoclave the mail. You worrying about an eventuality that is less likely to happen than you getting struck by lightening, so to speak. However, if you are paranoid, you could get your mail autoclaved.
Isolation. When someone has been exposed to anthrax, the infected person is isolated, the exposed area is quarantined and disinfected and exposed persons are treated with preventative antibiotics.