Some of the modern-day countries retained their five-digit postcodes from Yugoslav times (Serbia and Bosnia for sure, maybe a few more, I'm too lazy to check), some only got rid of the first digit which used to identify individual Yugoslav republics (AKA modern-day countries).

So I'd say it's highly likely they'd be delivered, as it's still mostly the same, though I should point out many cities changed names since. For like the most basic example, Montenegro's capital was called Titograd between WW2 and 1992, before it swapped back to being called Podgorica.