CO is deadly..
C02 is also deadly in large quantities in a confined space, since it displaces breathable air, but it would take a very large amount in a big tunnel. I kind of like a mix of the posted ideas, fill the tunnel with propane and an ignition source while plugging our end with foam and ignite. Timing is important of course, you want as many invaders in the tunnel as possible when you light it up.
You also want to have a drone overhead or a chopper along the border to spot the results on the other end of the tunnel and mark the location for "future attention". Actually, a bomb or missile strike on the other end might go unnoticed if timed with the tunnel going "boom"!
With the current regime, this is all wishful thinking, though.