This vegetable is also known as Chocho, Chowchow, Christophene, or Buddha's Hand Squash (not to be confused with Buddha's Hand Fruit, which is a citrus fruit). It is sold in many Caribbean and Asian stores as well as Mexican ones.
There are plenty of Asian supermarkets in Markham. There's a West Indian store in Whitby (Brock S of Dundas), and I believe there are a few South Asian Grocers in Pickering.
Not so much of a mexican community out that way, though. Type "Mexican Oshawa" into Google maps, and Taco Bell comes up.