Just like any other load, make it worth the trip.
I handled shipments north of the border from 2012 to somewhere between 2015-2016. So take this with a grain of salt, the info may be outdated.
I agree with FlyingVan ... Canadian loads can be profitable and a nice break from the norm.
Paperwork shouldn't be an issue becasue it's not like eons ago where you show up at the border unannounced with a shipment & a handful of paperwork. My shipments were always pre-cleared in their system before I arrived. Making the border crossing a simple formality, similar to border patrol checkpoints we all pass through along the southern border. Have there been times when it's gone beyond that and turned into a hornets nest? Yep, a very small percentage. Border/customs official have their job to do. It's just part of the program.
It also depends how you're looking at these loads. Are you an owner/op or a driver? What kind of vehicle? I assume your carrier has Canadian authority, what is their experience?