What's the significance of the ostrich in the couple's bedroom?

I think that in the main part, Buñuel is trying to say that there is no significance at all. The significance of the scene with the cock, the lady with the timepiece, the postman, and the ostrich is the subsequent need for interpretation and the assignment of significance to the events. This is coupled with (and juxtaposed against) the fact that his doctor does not believe him and is utterly dismissive of his proof (the letter).

Then again, in keeping with the theme of the film, the use of the ostrich is symbolic of the myth that it buries its head in the sand when in danger unaware that the rest of its body is exposed and vulnerable. The final scene in the movie is that of an ostrich.