Trading forex and CFDs is legal for individuals in Mexico, and there is no ban on bonuses, so the promotions you see are mostly the standard global offers. The CNBV supervises banks and licensed intermediaries but has not built a retail CFD framework, so it is normal and lawful for Mexican residents to open accounts with reputable foreign brokers regulated by authorities such as the FCA, CySEC or ASIC.
Because the broker is usually offshore, the entity that holds your account is what matters most. If you trade with a firm that is not CNBV-supervised, you do not get local investor protection, so the value of any bonus depends on the foreign licence behind it. Confirm which regulated entity you are signing up with and what that licence actually covers.
Then check the practical side. Make sure deposits and withdrawals in pesos, or your chosen currency, clear smoothly, and read the bonus turnover terms in full. A headline offer means little if the conditions lock up your balance or the withdrawal path is slow.