I'm not sure of the rules when a Canadian picks the rifle up in the US but I sold a pistol to someone North of the border earlier this year and used the web link below. Very good service. I'll bet if you give them a call with your specific concerns they will have the answers.
send the rifle to an FFL dealer, it's their job to do the paperwork.
I bought a rifle from USA and had it shipped to Iceland, the seller didn't need any paperwork, he just shipped the rifle to my ffl dealer and he did all the work.
