Unless something has changed, there has been a long running red-eye from Houston (Continental) direct into Bonaire. There should a good number of direct flights from Cancun to Houston. Maybe you can get a later flight out of Cancun, get into Houston around 7pm which gives you 3-4hrs to clear customs and get on the red-eye.
Another option is Cancun to Atlanta (Delta) and then Delta has a non-stop right into Bonaire on Saturday mornings. You'd need to overnight in Atlanta for this one, but then you don't have to get up that early the next day so you'll come into Bonaire around 3:30pm well rested and ready to go. This will probably be more expensive than the Continental option IIRC.
I've done the small hop to Bonaire once (jet into Aruba, prop plane to Bonaire). It was not a good experience, made for a really long day and was around a 7/10 on the stress factor scale. Also, the plane we were on had small overheads so stuff like std carry on size bags would not fit and have to be checked plane side. Not such a big deal - but - the plane did an extra stop to Curacao and back to Aruba before going to Bonaire so a bit nerve racking hoping the people departing the other stops aren't grabbing your luggage and we weren't allowed to get out to keep an eye on things. Plus they never told us the plane was actually departing - we just noticed a plane pull up, stuff going out to it and when we asked they told us to hurry up and get out there. If you're okay with stuff like that, then you'll be fine. Otherwise a direct jet flight into Bonaire is probably worth extra consideration.
