Using the hyphen would traditionally be appropriate there, though it strikes me as old-fashioned. The BBC's website, for example, regularly uses "postmen and women" without a hyphen. Of course, this is somewhat ambiguous, as it could be taken to mean the same as "thousands of women and postmen". Context usually shows what is meant, but the hyphen certainly removes all doubt.
If you wanted an alternative that avoids the hyphen problem, you could replace -women with the full word ("thousands of postmen and postwomen") or use a term that includes both categories ("thousands of postal workers", or in U.S. English "thousands of mail carriers").