What is the name of your state (only U.S. law)? CA
Can I withdraw a signed by me lease agreement sent to tenant that has not been signed nor returned to me?
Yes.
Here's how I suggest you do it.
Go pay a visit to the people (assuming they are local). Bring the withdrawal letter. Take a witness with you who is willing and able to testify in court if need be.
Say: "Hi, have you signed the lease yet?"
If they say yes, you're stuck, get the signed lease and go home.
If they say no, you say "Well, here's my letter to you, dated today, withdrawing my offer to lease you my property. Have a nice day."
Oh, make sure you've kept a copy of your letter.
In the future, don't mail leases to prospective tenants. Meet personally at your property. If they aren't willing to sign on the spot and write you a check, don't leave the lease with them, go find somebody else to rent to.
If they call and want the property "OK, meet me at the property, bring X dollars, and we'll sign the lease together.
Appears you have a lot to learn about being a landlord.