Usually they’re pretty tame. Flavor, but not much heat. Certainly less heat than a jalapeno, though a jalapeno can vary from kinda hot to mind melting, depending on the pepper.

And there’s great local variation. Some grill the bun - which is amazing. There’s a pepper served on the side, sometimes also wrapped in bacon, and sometimes wrapped in bacon and filled with a big of white cheese. Guero is good. BK is good. A lot of the streetcorner stands are also amazing and have followings.

Calexico is from Tucson, so I would think so!