Two weeks ago ours were delivered to us during Breakfast. Since DGD had dressed in her Cinderalla dress for breakfast, we had brought a light weight backpack with a change of clothes for her. We just put the 2 photo packages in the backpack with her dress after breakfast. (we were a family of 5 so we were entitled to 2 packages. We had one of just the children with Cinderella and one of our entire family with Cinderella). I carried the backpack without a problem for the day.
We did not ask to have it delivered back to our resort, so I can't comment on whether it is possible or not.
HTH.