Be sure to not bring anything that may cause troubles, but don't worry if they treat you like a troublemaker, it's just their job.
You're on a van, packed with stuff, you dress weird, you look weird, you probably haven't slept properly the night before, they are going to search you, no matter what.
Even more so if you have merch with you, for example in Switzerland they want you to pay taxes on the merch you sell, so they try as hard as they can to get an idea of how much money you're going to make so that they can charge you on the way back, when you leave the country.
That's what crossing borders with bands (mostly american) taught me.