Woke up yesterday morning with cops outside the house claiming one of us threw a rock through a window a couple houses down the beach. I could not think of any plausible scenario where someone in our group would do that but the Mexican hardy boys showed us a footprint trail in the sand from our place and back, so clearly that indicated guilt. We had to pay $350 for the window and that was that. Felt like a shakedown, kind of.
Definitely a shakedown.

They probably get tipped off when a group of gringos are staying there, and keep showing up with the same story and demands for money.

Did you go by and check if the window was actually broken?