Hi there:
The answer is yes, you only need to cover the prerequisites (fingerprints, photos -both front and right profile-, etc.) and send it directly to the Canadian Embassy in Mexico and they will require the "Carta de Datos Registrales" to mexican authorities in this case the PGR. We did the same process and so far we don't have any request from the in progress formality
Be sure when you send the envelope or package to the Embassy, the courier obtain the signature whom is receiving the documents in order the you can have all tracking with the final reception.
Hopefully this works for you.
Warmest Regards.