TAN letters, bank and credit cards are often sent as letters and are therefore covered by the forwarding order.
However, in some cases, banks may provide their mailings with a so-called advance directive. These letters may then be returned to the sender if there is a forwarding order. This may be the case if you have a new EC card sent to you.
The most proven way to have certain items come directly to you is to provide an alternate delivery address for requested deliveries. This could be your office or a Packstation, for example.