I am a RSO (very serious level of Offense). I traveled to Germany, France, and Italy in October with no incidents. I landed in Frankfurt, and took the train to the other countries. All these countries are Schengen countries so once you enter one of the Schengen countries you can travel freely to the other European countries that are part of Schengen.
I just traveled to Mexico several days ago (Dec. 27) and was denied entry. Last year I was not denied entry. So it will depend on what officer you get, etc. But the Mexican policy is not to let in RSOs.