I have never been asked for a return ticket when entering Mexico..... but
There is a company online called Air Onward Ticket that will let you rent a ticket for $7.95 USD. So if I run into this issue I go to their website https://aironwardticket.com/ and rent a return ticket for a few bucks.
"They" say it works great..... the rented ticket is only good for 36 hours but that is all you need to prove you have a way to get back.