I don't think they get an Immigration Hearing like they do in Arizona.
I suspect they get immediately carried to the border in chains and then deposited on the other side (after the Mexican Police have confiscated all their material wealth).
Even if they got some kind of pro forma hearing, it's still Mexico. To describe the Mexican judiciary as a kangaroo court would be generous, and insulting to kangaroos.
I have read, although have no way of knowing to a certainty, that the Mexican Army will shoot at people crossing their border on the South. I wonder how Mr. Calderon would feel if we adopted a commensurate policy on their Northern border.