Did they use the "my item hasn't arrived" link in the ask a question section? If they did, I think that automatically opens a dispute. Whenever I send an invoice, I always include a short message saying "if there are any issues whatsoever, please don't hesitate to contact me using the "ask about using my item or contact seller" option before leaving feedback". So far so good! The few minor issues I've had, the buyers have used that option and all was well. 

Most of the minor issues were Victorian buyers asking when their item was posted as it hadn't arrived. It's been taking 3 weeks for items to get to Victoria from rural NSW. Normally they message after 2 weeks. I ask if they would mind waiting another week and explain why. All except one sent another message a few days later saying it had arrived and thanked me profusely. One never sent a reply message, but I got no feedback and no disputes open, so I can only assume it arrived.

My latest message was from a buyer in NT. Hers still hadn't arrived after 4 weeks *sigh*. She's happy to wait another week, then I said I'd give her a full refund if it hasn't arrived. I also asked her to just reply to this message if it doesn't turn up and I'll shoot the refund straight to her. Hopefully she does that and doesn't send a new one using the not arrived option!!