I have been to Baja several times (it's only a few miles from me) and I would say it is moderately dangerous to have anything illegal on you once you cross that border. There are police/military checkpoints at various locations as well as at the toll road plazas. Once had our car thoroughly searched just by catching their eye when we used the restrooms.

Given the parody that is the Mexican legal system, he may be able to bribe his way out of a jam but you won't catch me playing any games down there.

Now I just go down for cheap lobster in Puerto Nuevo!! Baja style lobster on the beach is my kind of way to spend a day!!