I’ve done it a number of times buying scopes and reloading components at Cabela’s. I would always claim my merchandise at the border without any problems. I’ve found out just recently that you can get charged for purchasing anything that relates to firearm and it can be pretty severe with time in jail for trying to smuggle. You can check for your self on this site.
www.canadiangunnutz.com They have covered this subject quite often on the forum. Good luck...