You can try to protect yourself a few ways I imagine. Though none will be fool-proof. I haven't sold much Lego yet but plan to in the future. I have sold a ton of collectibles though and had many conversations with ebay support on how I can protect myself as a seller.
I'll generally write in my description some terms of the sale and expectations for the buyer. For Lego I'd do something along these lines:
Please ask any questions prior to purchasing.
Product is a factory sealed collectible. Item is being sold as is. Pieces may be missing or incorrect in the package. Returns will not be accepted on opened or resealed products.
All items sold as is. Unseen minor defects may be present on this item and its packaging. Defects can include, but not limited to, nicks, scratches, dents, tears, creases and surface wear. I do my best to show significant issues in the item photographs. I do not make any claims to overall condition of this item. By purchasing this item you are agreeing to these terms. Thank you for looking!
High dollar items will be shipped with tracking and insurance. Pickup arrangements can be made.
Disclaimer: International Buyers Please Note
Import duties, taxes and charges are not included in the item price or shipping cost. These charges are the buyer's responsibility. Please check with your country's customs office to determine these additional costs will be prior to purchasing.
Again, none of this is guaranteed to protect you. But it can help in making your case if something does arise. If you're super concerned about return fraud you can take photos of a packing slip with your item on a scale. If it comes back a different weight then that may help as well.