So I did some more digging, and it turns out that our own rules for firearms importation in the US are ridiculous.
However, I did check into the instructions. One of them states:
Generally, a non-resident alien transiting the United States with a firearm does not require an ATF Form 6NIA or a DSP-61 issued by the State Department. If you will be in physical possession of your firearm, however, you will need to meet one of the exceptions outlined at 18 USC 922(y).
So then I dove into 18 USC 922(y), and found:
(2) Exceptions. - Subsections (d)(5)(B), (g)(5)(B), and (s)(3)(B)(v)(II) do not apply to any alien who has been lawfully admitted to the United States under a nonimmigrant visa, if that alien is - (A) admitted to the United States for lawful hunting or sporting purposes or is in possession of a hunting license or permit lawfully issued in the United States;
So it looks like a Canadian visiting the US needs to either (A) get the stupid ATF 6 NIA form completed or (B) have a hunting license in their possession. The other ATF instructions also indicate that proof of registration for a sporting competition would also qualify but I did not find that in the instructions.
At first glance, it appears that if you've got a hunting license or proof that you're engaging in a sporting activity, you're good. So, pick up a hunting license or register for an Appleseed and no ATF intervention needed.
But, wait before you do so... for part 2.