Yes there is such a thing as ski mountaineering in Mexico. Along the east coast there are several snow capped peaks above 13,000 ft. I’m posting a video by David Rasmuseen that chronicles his (along with 3 buddies) journey across Mexico to reach these peaks. Mexico is a dangerous place to be right now. They were pulled over by the police several times (common sense would lead you to believe this should actually be a good thing) and chased through the backcountry by banditos.
All in all, looks like it was a pretty cool adventure. Something they will remember for the rest of their lives. On a side note – I have never seen that frisbee game they were playing at the end on the beach, where you try to knock a beer bottle off a ski pole. Looks fun!