Hankash, a warm welcome to the forum! There's a lot of experience and expertise here with people willing to share it.
I don't know anything about postal regulations in Yemen, but if it is permitted to send coins out of country to the US and to receive them back, then once they arrive into the US postal system, there will be no problems, legal or otherwise arriving at the grading service. Ensure the coins are well-packaged and if at all possible, insured with some sort of tracking procedure in the event the coins are lost along the way. Any documents to be filled out would be provided by the Yemen postal service and probably would consist of statements of contents and value of the package.
That said, there are prohibitions of imports into the US of certain non-US antique coins. I'll let someone else go into detail on this.
Fred