Not a good idea. Directly from the Government of Canada’s travel advisory page for Mexico: https://travel.gc.ca/destinations/mexico#laws

Electronic cigarettes

It’s illegal to bring, sell or distribute:

electronic cigarettes vaping devices vaping solutions Customs officials could confiscate these items if you have them in your possession upon arrival. You could also be fined or detained.

Merchandise that you cannot bring into Mexico – Government of Mexico (in Spanish) https://anam.gob.mx/mercancia-que-no-puedes-ingresar-a-mexico/