After trying to setup postgrey, I had a lot of warning messages in my mail.log file like this:

May  7 12:26:19 gandalf postfix/postdrop[6065]: warning: mail_queue_enter: create file maildrop/713410.6065: Permission denied
May  7 12:26:29 gandalf postfix/postdrop[6119]: warning: mail_queue_enter: create file maildrop/724102.6119: Permission denied
May  7 12:26:29 gandalf postfix/postdrop[6065]: warning: mail_queue_enter: create file maildrop/734104.6065: Permission denied
May  7 12:26:39 gandalf postfix/postdrop[6119]: warning: mail_queue_enter: create file maildrop/744803.6119: Permission denied
May  7 12:26:39 gandalf postfix/postdrop[6065]: warning: mail_queue_enter: create file maildrop/754805.6065: Permission denied
May  7 12:26:49 gandalf postfix/postdrop[6119]: warning: mail_queue_enter: create file maildrop/765505.6119: Permission denied
May  7 12:26:49 gandalf postfix/postdrop[6065]: warning: mail_queue_enter: create file maildrop/775505.6065: Permission denied
May  7 12:26:59 gandalf postfix/postdrop[6119]: warning: mail_queue_enter: create file maildrop/786207.6119: Permission denied

To get rid of this messages, I had to do the following:

root@gandalf:/var/spool/postfix# postfix check
postfix/postfix-script: warning: not owned by group postdrop: /var/spool/postfix/public
postfix/postfix-script: warning: not owned by group postdrop: /var/spool/postfix/maildrop

SOLUTION:

root@gandalf:/var/spool/postfix# /etc/init.d/postfix stop
root@gandalf:/var/spool/postfix# killall -9 postdrop
root@gandalf:/var/spool/postfix# chgrp -R postdrop /var/spool/postfix/public
root@gandalf:/var/spool/postfix# chgrp -R postdrop /var/spool/postfix/maildrop/
root@gandalf:/var/spool/postfix# postfix check
root@gandalf:/var/spool/postfix# postfix reload