My assistant working in lab did in mexico last year .it was pretty straightforward and interview slots always avilable . You dont need a mexico Visa if you have valid usa visa paper. Our staffs have$ 2000 cme allowance/year that we can spend it on seminars/ training etc .he used it to a conference in mexico and had his visa stamped , but he was a first time h1 stamping not f1 . I have no idea about nepal