Checked status of NJ Refund & See they are sending letter

I am getting a substantial NJ tax refund. I filed at end of end of February. Checked status and now they say they are sending a letter for more info and indicated code which I looked up - want W-2s and 1099s. Also says it can take 30 days to get the letter. Can i submit info now or do i need to further delay my refund and wait for the letter?  I suspect i need to wait but thought I would ask. Pretty irritated :(