Ardent, I live in Canada and have often imported the animals you mentioned, among others. My experience is this:
1. Customs will almost always hold the shipments, if only to collect GST (goods and services tax for non-Canadians). They want GST on the trophy fees. In one case where the shipper in Africa put a low number on the sable (likely trying to do me a favour), the inspector told me that based on her information for Zimbabwe, sable trophy fees were $x, and she was dead on.
2. If you have any CITES species in the mix, they will want to see the CITES permits. Baboons are all on Appendix II (all primates not on Appendix I are deemed to be on Appendix II), so would need an export permit (but no import permit). Your shipper should provide that or Customs could (should) confiscate the skull. Customs will likely have the Environment Canada inspectors at the port of entry look at the shipment.
3. Customs may also, but not always, have the Canadian Food Inspection Agency inspector look at the shipment.
All of this is seamless to you if you hire a customs broker to clear the shipment. I've never done that, since it's so easy to do it yourself. Once you are advised that the shipment has arrived and is being held in bond, you take your paperwork to the local Customs office (the commercial office, not the airport), and they will have you pay the GST, and then will arrange for all of the inspections to take place. A few days later, they'll call you to tell you the shipment has been released, or the company holding the shipment will let you know it's been released.
Things would be a bit different if the shipment comes in as regular mail instead of cargo. Of course, that's for smaller shipments, and I hope you got more trophies than that! Mailed packages are dealt with in the same way as any other commercial mail. You may or may not get dinged for GST or the $5 per package charge. Depends on what they say is in the package and if Customs feels like having a look.
In any event, none of this is rocket science, and if you're reasonably polite with the Customs people, they will help non-commercial importers through the process.
Hope this helps.