Hey..
Mexican TDI's are a mix of world vw parts. Check the engine code on the timing belt cover (under the engine bonnet), or in the vw dealer invoice ("factura" in spanish).
It could be a BEW, BLS, BXE....
MK5 in Mexico were PD engines until 2010 (2011 mk6 started as CR). i am not sure when they started with the DPF, my own '09 is a PD without DPF, i suspect the reason being mexican Low sulphur diesel is not widely available yet.
If you can find your engine code we can see how many parts are common with the US PD so you could order online parts and so on......
As for the dealer, some parts are reasonably priced (air filter is around $25usd, diesel filter is around $30)..however other parts are stupid crazy like the turbo is close to $2k usd....
What city are you located? If you proceed with thw purchase you should get a vw guru..therw are many of them in mx... former dealer mechanics are common...
Cheers..
Carlos