How are you going to make it expensive to do something illegal? Are you going to pass a law?
Increase the risk of getting caught for doing something illegal. In this particular case - pass a law stating that every illegal immigrant who reports his employer gets a 5 years of compensation (funded from fines payed by employer) and a fast-track to legal immigration.
The power to destroy a planet is insignificant when compared to the power of the Force. - Darth Vader