The Earth's magnetopause flanks are commonly unstable to the Kelvin-Helmholtz (K-H) instability, which is excited by the velocity shear between the magnetosphere and the magnetosheath. The K-H instability generates magnetopause surface waves, which steepen into non-linear vortices that mix plasmas from the two regions, and transport magnetosheath plasma into the magnetosphere. One of the candidate mechanisms for the plasma mixing identified in numerical simulations are finite Larmor radius (FLR) effects, which become active along the magnetopause when it is deformed by K-H waves, and steepened to a thickness comparable to the thermal particle Larmor radius. Diffusive magnetosheath plasma transport into the magnetosphere occurs when the FLR mixing region is disrupted by turbulence. In this work, we use Magnetospheric Multiscale Mission data to show in situ evidence of an ion FLR ion mixing region during magnetopause K-H wave boundary crossings under northward interplanetary magnetic field conditions. We show that these crossings contain ion heat flux enhancements that are consistent with being generated by ion FLR mixing across a temperature gradient. In accordance with kinetic transport theory and our past numerical results, these enhancements are transverse to the local magnetic field and temperature gradient. Our present findings indicate that the K-H waves produce copious FLR ion mixing, which could have an important role in the K-H driven transport of magnetosheath plasma into the magnetosphere. We also demonstrate that heat flux measurements could be used for identifying K-H waves at different evolutionary stages.