It's not quite legal even though it does go on.

You are correct though, you won't have any tracking therefore no proof of returning item. If item gets lost in mail etc you'll have no proof that you returned it.

Ask seller for a return postage label, stick it on the package and your local PO will scan it for you and give you a receipt as proof of return.

The seller may then decide it's cheaper/easier just to give you a refund and let you keep item.

If seller refuses just open an 'item not as described' dispute.