How do you suggest I assess credit worthiness for customers in Mexico? We are a US based company.

Probably the safest, most reliable way of determining the creditworthiness of a foreign company (there are legitimate businesses outside the US) is through a credit insurance company like EulerHermes or Coface. Depending on the opportunity in size and scope it might be to your advantage to have the transaction insured against non-payment. Insurers regularly analyze for credit and offer credit limits for policy holders.