I don't know about Mexico. But I myself had mine stamped in Canada a MONTH ago. I am unaware of the rule change.
Maybe in Mexico you cannot, but Canada you can.

Yes you can go to Niagra falls (consular office in buffalo) and apply for the visa application there without any appointment, with your appointment sheet and your photo. If you have other things to support your document, you can take them too, like employers letter, paystubs, bank acct etc.

Hope it helps.