Hey,
I don't think you can do anything to avoid the wait if you do it via Canadian Embassy in Mexico. I really regret that I haven't flown from Toronto myself to Mexico City and got it sorted, I'd have paid them some money to speed up the process too (I've lived in Mexico and I know you can do that lol).
Just standtard procedure, I got a letter asking for PC from Mexico, went to have my photos and fingerprints taken, sent everything off to Visa Section in Mexico City with Fedex signed delivery. And I'm waiting. Already got one extension from CIC as they are taking their sweet time.
If you have any specific questions I'll be happy to answer.