Help me remember the title to this Holocaust-based short story for...amazing prizes?!

[Magus]

Alright, I'm struggling like heck to remember the name or author of this short story. Google doesn't seem to be coughing it up. Here's a description from what I remember:

The story has an epistolary structure, a bunch of letters written back and forth between people, kind of like Dracula or the NRAACP.

A German Jewish man is on business in the United States. He is writing letters to a regular German friend of his about this or that, how the Jewish man's family is doing, so on. It's like, 1932 or something. The first few letters are just normal. Eventually the regular German dude starts acting all anti-Jewish (like in 1937 or whatever), slowly building over time, talking about how great Hitler is and making barely veiled remarks about Jews. The Jewish man gets really concerned and since he can't travel back to Germany asks the German guy to watch after his family. Eventually the German guy writes that they rounded up the Jewish guy's family, and it's kind of implied that he refused to help hide them, and maybe even turned them in.

There is no response from the Jewish guy for about three years. Then the German guy starts receiving letters from the Jewish guy again, but now the Jewish guy keeps talking about how some mysterious guy named "Rosenberg is doing well" and telling the German guy about how what the German guy is doing "will finally get revenge for the Jewish race on the Nazi scum". The German guy starts writing back letters begging the Jewish guy to quit writing letters like that because the Gestapo reads all the letters people receive looking for saboteurs and spies. But the Jewish guy just keeps sending letter after letter talking about how "the paintbrushes are being delivered. All hail the God of Abraham. May his vengeance on the gentiles be swift" and such, like pretending that they are talking in code about a plot to kill Nazis with a shipment of bombs or rifles or whatever. The German guy eventually breaks down in the letters, begging the Jewish guy to stop before he's sent to a concentration camp, but the letters keep coming. Eventually the German guy is never heard from again.

SO, if you remember the name of this story or the author please tell me, as it was pretty badass all told. Also I will give you...accolades?!