Is this game that my brother and I play just a little too weird?

It is a little weird, but it's okay if you both like the game. Putting the key in the mail is a bad idea, though. If there is an emergency, being stuck handcuffed to each other could be a serious problem. You would need the key right away. Also, the mail can be slow sometimes. What if the key doesn't come back until Monday? I suggest putting it in a safe place, such as a kitchen drawer, in case you need to take the handcuffs off.