First of all, it helps to mention you are Canadian... Maybe Kuki will see this and let us know (he is Canadian).
I just went on Saphire and I did not hear anything about customs, but the nest thing you could probably do is ask an experienced Canadian cruise travel agent. Or go to the Cabdaina state department.
Mexico is very lax about people coming into the country. It is generally the U.S. that requires customs checks for Canadians (like when ships go from St Martin to St Thomas, a Dutch island to a US territory).
I really doubt you have a problem.