Your responsibility to humanity (particularly as an officer of the law) trumps your right to be fed.
Also, the world at large has upheld, many times over, that "following orders" is not a sufficient defense.
"But I have a mortgage" - the new and improved Nuremberg Defense (with apologies to Thank You For Smoking). Hell, the people who relied on the Nuremberg defense would've been shot for violating said orders. Being fired is peanuts in comparison.
Deporting someone, even if you feel it's unjustified, is a far cry from a War Crime.
That's the cogent point. The danger in an officer choosing to enforce the law as he or she sees fit is so great that they aren't excused in doing so unless the act is an atrocity. Because once an officer is selectively enforcing the law they actually become the one making the law.
Since officers of the law aren't elected that's unacceptable.
If they cannot square their actions with their morals, then they are in the wrong job.
Eichmann was responsible for over-seeing the trains that sent Jews to concentration camps. He tried, to no avail, to employ the "just following orders" defense. If anyone is interested, definitely check out Hannah's book.
But the unjust law doesn't need to rise to the level of genocide or war crime before it becomes a greater wrong than breaking your word. I think murdering a single innocent person is worse than breaking your word, for example. How many unjustified deportations does it take? I don't know.