You can request a license for GMRS in Mexico, it costs something like $7 US.
As far as being certified Mexican radio, yes, but that is not pushed very hard.
What is being pushed is use around "sensitive" areas, check points, that type of thing.
But, this is also true of cellphones and the like.
If the police or military is doing its thing, do NOT talk on your electronic device!
That is actually in the rules, you may NOT use your radio or telephone in the presence of officials without permission.
On the plus side, if your radio is hidden from view when the officials board they will never see your radio.