Is my employer allowed to open my paycheck?

Question Details: My employer gets our paychecks mailed to the business as per the usual and sometimes my boss will open everyone's checks to audit them. What I have learned through other management is that he is double checking to make sure everyone gets paid what he has in the books, as well as overtime pay is handled appropriately, one thing to add here is that he doesn't actually handle the payroll but does the auditing. All our checks are addressed to the employees at their respective home or P.O. Box addresses though he does not mail them out we have to pick them up from him personally. I was wondering if I can get something stating that he cannot open my paycheck without my consent or something of that nature, I'm not looking to seek compensation or anything to that extreme, I simply just don't like him going through my mail essentially for audits that he doesn't explain the nature of to us.

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