Why not? It's perfectly legal as long as you don't import explosive rounds/prohibited ammo.

Importing Firearm Parts and Ammunition

Prohibited ammunition or firearm parts that are classified as prohibited devices, including handgun barrels that are 105 mm or less in length or parts made exclusively for a fully automatic firearm, cannot be imported into Canada.

A valid firearms licence under Canadian law is not required to import non-prohibited firearm parts (except for a frame or receiver). However, an export permit from the other country may be required.

The Explosives Act sets limits on the amount of ammunition and ammunition components that may be imported without an import permit. Generally, the Explosives Act allows individuals to import up to 5,000 cartridges of non-prohibited ammunition for personal use without an import permit.

More information is available on the Natural Resources Canada (NRCan) website. An import permit may be required for smaller amounts in order to comply with the laws of the exporting country.