Write them through ebay, acknowledging that you’ve received their request to cancel, AFTER you shipped, and provide the tracking number AND the link to USPS Track and Confirm so that they can see when it arrives. Then tell them to take the package to the counter clerk, have the clerk write refused on it, and it will come back to you, at no cost to them, and no cost to you. Then ask them to write and let you know that they have refused it and it is on its way back to you. Do all this in eBay messages, and you should be good to go. Then write when it arrives and that you will now refund their money. They should be pleased about the detailed way you present this so that you are keeping them in the loop. It will go smoothingly.
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