Lots of folks do. Saturday morning at the Algadones crossing by Yuma, there is a line of trucks waiting for the border to open. However, even though the running qualities are superior to US diesel, there is lots more water and dirt in it. You MUST carry a spare fuel filter, and have a pre-filter. I get fuel in San Felipe (120 gallons of Diesel SIN for $225. 00 US) on the way home, i drain the water in Yuma and again in Phoenix, I have a FASS and get 1/3 to 1/2 cup each drain. At home I drain it once a week, and get just a couple of tea spoons each time. . 120 gal. lasts me 2000 mi +.