I had a few overnights in Mexico while flying for NetJets. They did very through searches of our luggage. I made sure my extra emergency cash was on me, not in my bag. They actually took our bags away out of our sight which was concerning.
Even when we were just stopping for fuel they'd make us pull all the luggage off the jet and search it on the ramp.
Canadian customs was easy. We'd call CanPass on arrival at the FBO and 90% of the time they'd just give us a clearance number and not even come out.