Muzzleloading rifles, smoothbores and pistols/revolvers are not considered firearms by the US gov. However some state laws may consider them differently and you will require a DoJ back ground check. Check local laws.
What state are you considering buying it from? WA?
Pistols - If it is legal for you to purchase this muzzleloader in the local your are going to, before going call the CFO office and tell them you would like to bring this pistol back with you from the US and how long would it take for you to get the documents if you called them from the US. You will to get the make, model, barrel length, serial number, type of firearm, caliber etc. Ask if they will send you all the documents by email so that you can show Canada Customs when you declare it at the border. The CFO may also require that it be verified before being registered to you, ask them. If they do not register to you right away you will also need a STATT from the border crossing to your home or verifier. You may have to purchase it before going to get the required info and documents before you leave.
Call the CFO well before going and see what there current process is.
Rifle/smoothbores - Buy the desired muzzleloader and declare it at the border. The last two they never looked at. Always make sure that you have receipts that include the serial number in the event that you are questioned by any agency. I also write the time, date and crossing on the receipt that I brought it through just another just in case.
Check with the dealer or seller in WA if they require a back ground check for the pistol. WA Initiative-594 which was passed last Nov. has drawn some misunderstanding by some FFLs in WA and else where in regards to muzzleloaders and the I-594. I have not personally had any issues to date since it was passed.