The microfilm I ordered from the Family History Library, which was supposed to contain the death certificate for my great grandfather, Melvin Van Every, came in at the library, so I looked through it. There were no death certificates from Dona Ana County. The film was labeled "Bernalillo - Grant Counties 1929." Dona Ana could have been misplaced in one of the other two rolls for 1929, but at $6/roll I didn't like the prospect of ordering the two other rolls and possibly discovering they completely failed to film Dona Ana for that year.
However, GeneaBlogie recently had a post on various states and their openness of records. And he stated that despite the New Mexico State website, the state has a statute that says records may be made available 50 years after death. (Which makes sense...since the Family History Library obviously got access to them.)
So I did some more searching and found myself back at the NMGenWeb website. I'm not sure how I missed it last time I was there, but the volunteers at the Death Index offer to obtain photocopies of any death certificate listed in their index (which currently spans 1899-1949). $1 for the first certificate, 50 cents for each additional, profits going towards expanding the index.
They're actually going to get $2 from me, as I will order the certificate for William Thetford, who I believe was the father of Melvin's second wife, Josie Thetford. There's also a "Jessie Thetford" who died in 1938, which I don't think is Josie, since if the 1930 census is correct, the age is about 8 years off, but we could have transcription or other errors either in the census or the death index, so it's certainly worth 50 cents.