In re-reading it, I think I might have overlooked an aspect of your Q, namely, what you should do AT THIS POINT IN TIME. Having missed the window to send the confirmation letter–or request that the employee put the resignation in writing him/herself–should you do it now? Answer: It depends on how much time has passed. If we’re talking a week or so, it probably makes sense to do so. But if it’s been longer than that, requesting confirmation could be needlessly provocative and you may be better off letting sleeping dog lies and relying on the confirmation you already have.
