Thanks! This answers my question perfectly.
From the site perspective your options are:
To put it on the marketplace for a set price -
To auction it via a Geeklist. You may include a BIN or a reserve.
If you just want a set price the former is the best and easiest option.
This is to to try to ensure that all sales go through the marketplace rather than users selling via the site but the transaction going on in private and the seller not putting sales through the marketplace.
If a sale doesn't go on via the Marketplace BGG may not get it's 3% commission, sellers don't get feedback and if something goes wrong there is little support the site can provide.
Threads offering items for sale and requesting buyers to mail them privately may be deleted.