We agree that boondocking used to be more common, but even back in the 1980's we had a very bad experience near Cabo in a very popular boondocking area. Since that time, we don't dry camp in the boonies.
However, like Brian and Sue, we don't hesitate to use a Pemex while traveling. We make a point of buying fuel there, and talking to the security staff. Tips are appropriate. In some locations, there are even secure areas for overnighting, showers, and wifi. We make a point of asking the person who is pumping our fuel if it is OK to spend the night, if it's safe, and where to park. In small stations, that are open 24 hours, they will often have us park in a location that we wouldn't have chosen, but where they know we will be in sight and secure.
We have spent the night at little beach front restaurants, and restaurants in other locations, with the permission of the owners, after dining with them. If, however, someone is not there all night, what's the point? Be sure to ask.
Walmarts in Mexico???? Many of them in the US do not allow overnight parking. I have never spoken to a person who overnighted at a Walmart in Mexico who asked if it was OK. Is it? Are they open 24 hours?