You have to order from a company with their export paperwork in order and have it shipped directly to you. You cannot personally be in possession on US soil of anything that goes on or in a gun, ie: you can't pick up parts down there from a store or a parcel service and bring them across the border yourself. As suggested there is a $500 limit on the value of the gun parts in the shipment, and there are exclusions. I bought VZ grips from CZCustom shipped direct to me under their export authority. Shipping is usually pretty expensive so it helps to order from a big place like Brownell's and order a bunch of stuff or even get a few friends together on it so the shipping gets spread over a bigger order.
**You may get responses by people who have a brought all kinds of stuff back and never had an issue, but they were risking getting their a$$es in a huge sling. The Canadian side generally have no rules about parts and are content to collect the taxes but they can and do send people back to talk to the American authorities whose rules you are breaking.