Don't know about the hassle or customs charges. I was just on the vw.ca site and it appears that in Canada there is only one model of Eos and with the BIG option package of around $4000, you end up with a car equipped similar to the US Lux version for about $5000-$6000 more that the US version. This assumes that the Canadian dollar is on par with the US dollar. With it being a bit higher, the cost for a Canadian Eos would be a bit more than the above figures.
Based on this, it would certainly appear to be something you MIGHT want to explore. I don't know if you have any strange safety features that are different than the US model. Our speedometer of course is in MPH although we have KPH in smaller font. Canada might require you to replace the speedometer and anything else that might be different which would cut down on your savings. Then, there's always the warrantee question.
Other considerations would be sales taxes. Unless you had the car delivered to the border, you could get nailed for up to close to 10%. Also, I believe Canada has VAT taxes which they probably will try to nail you with when you register the car in Canada. So, there certainly are some things to consider before taking this step. If you haven't already done so, you can see the US pricing at vw.com.