If i'm understanding your process correctly, I think the best option would be to create a field, maybe somthing like "Direct Mail Unsubscribe".
As people ask to be opted out of your direct mailing, you can mark that box true, or if you have a subscription center landing page, they could check it there. When you go to pull the lists, create a filter that states "Direct Mail Unsubscribe = False". Those who opted out should be excluded.