Personally, I've always daydreamed about that happening. I've always toyed with the idea of delivering it by hand and refunding the postage (or part of it. Etsy demands that you charge for your time as well as for profit, and you'll be walking or driving around to their house yourself). I don't know that I'd ring the bell, though, unless it won't fit through the door. But imagine their surprise! They purchase something at 9am, and it's through their door by 1pm -that same day-. I'd be dead impressed.
But that's just me, and I don't know if Etsy has any policies about it or not. I'd say, in this case, play it how you want.