Sometimes Canadian buyers get hit with taxes and exchange, as well as a $5.00 "service fee" when they make big purchases. Personally I do not mind the charges but that fee annoys my butt to no end.
If he/she is worried about the charges.....well,it is part of business. Sometimes we get nailed and sometimes we don't. In two years of chip dealings I have never been nailed with charges. They/we(Canadians) have to be prepared to take their lumps especially if they want the items insured.
Usually,if items are sent with no insurance then the customs boys let it slide especially if you,as an American lists the chips as tokes or game pieces or pogs(like I do usually)with maybe only the face value instead of the real value. If your customers are happy with that way of shipping,then I would try to accommodate them.
If they are good customers I think that you can bend a bit. If they are worried though(especially if you insist on insurance),then I would tell them that this is the way it has to be and that they will have to take their chances...or else they should not bid.