You need an embassy visa for Cocos (Keeling) Islands if you have a Mexican passport
Visa options for Cocos (Keeling) Islands
Visitor visa
To visit Cocos (Keeling) Islands for Business or Tourism, you require a visa. A paper or embassy visa is the only type of visa available for visitors. Typically the visa is a stamp or sticker added to your passport. You must submit your application through the consulate or local visa center. Visit the government website for details.
This is not offered by sherpa°.
Apply on the government site.