Is it OK if we just enter Mexico with one way airline ticket?
No, you cannot enter Mexico with one way ticket. As a German citizen, you are entitled to stay in Mexico for up to 180 days. It is clearly written in Mexico Consulate in Frankfurt website that you must have a proof of return/onward ticket along with other requirements which you are supposed to meet at immigration. The website is in German but I have translated into English.
Source: Mexico Consulate Frankfurt
My nationality is not in the list of countries visumplichtige
There is no visa required; Please include present at entry:
- Valid passport, the passport must have at time of travel will be valid for at least six months.
- Filled entry form for tourists FMM (get this on the plane) and the presentation thereof in the immigration department at the time of
entry into Mexico.
- The local officials may also request the following: Return ticket, hotel reservations, and other travel documents.
Further Timatic confirms entry could be refused for not holding return/onward ticket.
National Germany (DE) /Embarkation USA (US)
Destination Mexico (MX)
- Passports and other documents accepted for entry must be
valid on arrival.
- Warning: if departing from the USA (regardless of any
destination passport exemptions), a valid passport and/or
accepted departure document For details, click here is required by the
US immigration authorities.
Passengers with an emergency or a temporary passport.
Admission and Transit Restrictions:
Passengers with a non-machine readable passport are not
allowed to enter or transit Mexico.
-This does not apply to passengers with an emergency or a
Visa required, except for Nationals of Germany with a normal,emergency or temporary passport for a maximum stay of 180 days.
- Passport not required for alien minors (up to/incl.17 years
of age) registered in their parent/guardian passport,
provided traveling with the passport holder.
- All minors under 14 years of age, when traveling alone,
should be met by an adult.
- Visitors not holding return/onward tickets For details, click here could be refused entry.
Therefore you should get a return/onward flight ticket along with hotel reservation and passport must be valid for at least 6 months.