I  order dolls from Japan, Korea etc quite often and I've only been charged tax on two of them (out of about 20). Both times the tax was around 10%; for one I had to go collect it at KLIA and I think the customs lady was being nice after she saw it was a doll. the other one came by courier (seller insisted) and I got charged about 10% when it arrived, the courier claimed that was the customs charge but I never got the customs receipt.

Customs goes by the declared value on the customs form. Depending on the seller, sometimes you can ask them to declare a value that's equal to less than RM500 and describe the item as "toy", to lessen the chance it will be caught.

I always use EMS for ordering dolls and have never lost any packages sent that way (I think the tracking discourages "sticky fingers" ). If you are asking the sender to mark down the declared value below the selling price, it's advisable to use EMS.