That's why you don't bring it through checkpoints; you use an incursion tunnel like the four that South Korea's already discovered. They're big enough to admit an entire infantry division in an hour, so driving a single nuclear device through would be easy (at least, relative to sneaking it through the most heavily-militarized border in the entire world).
1) We aren't talking about the KGB or CIA pulling off an operation like this, we're talking about the North Korean intelligence. They don't have a proven history of doing complicated operations
2) This is a complicated operation. You are taking a truck way bigger then anything commonly found in north or south korea and getting it from the middle of nowhere to a populated area. There are a lot of things that can go wrong
3) US and SK intelligence has a good track record when it comes to tracking fissile materials in NK. They've also caught north koreans doing much less complicated things in the past. So the chance of detection before the truck even turns on it's engines is pretty high.
I'm not saying that it's impossible, I just dont think it's good plan for the North Koreans. Their odds are better just putting the nuke in a missile and hoping the counter missile measures fail.
Yeah; that's why I added my own caveats on the most probable use for a nuclear device in an edit. I honestly don't even think there are any incursion tunnels on that scale left right now; the fourth and most recent one was discovered in 1990. It'd also have to be set up well in advance with sleeper agents, since an invasion would almost certainly render the tunnels unusable in the opening volleys due to their proximity to the warzone (all of the tunnels emerge within the DMZ, albeit beyond the demarcation line), and that would add the significant risk of those agents being turned by the general prosperity available in the south; given the number of people who have done a runner across the DMZ, even cherry-picked agents who are already in the ROK would likely be at far greater risk of turning since they don't have that risk involved.
Besides, they already have Seoul as a hostage to conventional artillery, at least theoretically. There isn't much more they need do to enhance that, other than building an Atomic Annie at a significant cost compared to the resources available to them domestically (there's no way China would encourage their nuclear ambitions further, given how much of an embarrassment P'yongyang has already been to them) as was alluded to earlier in the thread, or as you say, mounting the warheads on an upscaled Nodong or Taepodong.