I live in NZ with similar constraints but I have the following advice.
1. ALWAYS ship registered with insurance - do not be cheap with shipping. Use UPS if you have to.
2. If customs confiscate the item and you paid via credit card, then it is your responsibility. You cannot legally claim a chargeback from the vendor since they have shipped in good faith.
3. Develop a good relationship with an online vendor - send the money via wire payment for the first few times and then do credit card orders.
4. If the item goes "missing" - that is what insurance and tracking is for!!! If it is insured, then the vendor should be able to complete a claim and get the knife to you without the hassles of chargebacks.
Enjoy your online shopping!
Cheers,