I'm not a dentist, but I do have some knowledge of toxins, and the amount of mercury a person recieves from fillings leaching mercury is minute. But I say - do what you want to your own teeth.
My real concern is that you might want to think long and hard before you regect a dentist in the US in favor of one in Mexico. You may spend a less to have the fillings removed, but if the work is underpar, you will have little or no recourse. Use a licensed and insured dentist in the US, or you could be up the creek later.