The Mexican constitution (articles 14 and 16) establish that any authority act such as an inspection visit must follow a due process.
This is applicable to Federal, State, and Municipal visits that may appear in your address and below are the main requirements they must follow:
1. Provide a written inspection order where the purpose of the visit, the address they are looking for, the people authorized, and type of inspection are clearly stablished.
2. Inspectors must show an official ID that matches the names indicated in the inspection order.
3. Notwithstanding what they request and/or argument they pose, you have a minimum of 5 days to provide documentation, arguments in writing and/or proof related to the request. This term should be noted in the Inspection Minute.
4. Any penalty, fine, sanction or corrective measure can only be executed or demanded based on a resolution issued after you had your chance to be heard and it must be in writing indicating the specific articles of the law applicable to the circumstances the authority argues applicable.
5. The resolution must indicate you have a term to submit an appeal against the resolution (usually it is 15 days).
If they follow the process, you should allow the inspection to happen, but they MUST follow the rules. Avoid bribes.