We had the same problem when trying to forward our mail, only the junk gets forwarded, any credit card renewals, financials, and other important stuff labeled do not forward or address correction required will not be forwarded.
Since we live in a rural area and don't have anyone to pick it up my solution was to install the largest lockable mailbox I could find and let them dump it all in there. Since we are usually gone only two or three months this works for us, I have all the important stuff electronic and if something did happen to come that needed our attention, well, too bad, we'll deal with it when we get back.