UPS and postal or shipping records would be my guess, with bank traces of checks, postal money orders or credit card purchases another possibility. Probably both.
There've also been at least three secondary market sellers of FAC barrels; so far I've not heard of any indications of the FBI enquiring into their customer records, so it may well be that the FBI has just overlooked them...or is waiting to see what kind of percentage of compliance they get from their fishing expedition at FAC.
It's possible, too that they're useing the *donated* Makarovs with replacement barrels to develop a database of ballistic profiles from the modified weapons. That'd save them the expense and bother of doing so with purchased or confiscated weapons already on hand, and might allow them to determine the nation of manufacture of the Makarov used in the Wales hit, narrowing their search by around 25%, since the production of PM pistols has been undertaken primarily in Russia/the Soviet Union, China, the former East Germany and Bulgaria, with a few rare test sample lots possibly made in Czechoslovokia.<p. -archy-/-
So in the end, the FBI is probably just harrassing innocent people with no real hope of hooking anything on this fishing expedition.