Sorry this happened, but you are doing the right thing. Hope you get the account closed before anyone tries to cash the missing check.
This is why I don't mail personal checks anymore. If I can't pay the bill via internet, I use my local banks Bill Pay to pay a bill or send money. This way you always have proof of payment & no more check got lost or stolen in the mail issues. My credit card company also notifies me of any charges to my account over a certain amount.