For France (in the exceptional case when it would be expedient), to send a personal letter to someone's office, is there a customary way to mark the cover to indicate that the envelope is to be conveyed, unopened, to the recipient? Something like the American custom of marking the cover "Personal" or "Personal and Confidential"?
Almost the same as the American way in fact :)
You should use "Personnel" ou "Confidentiel" or both.
[...] point out that only the words "Personnel" or "Confidentiel" on mail can lift the presumption of the occupational nature of the fold and thus prohibits the employer to open it.