The incident has sparked concern in Europe while Spain also faces a challenge in balancing its relations with neighbouring Morocco and Algeria.
Spain said most had returned to Morocco by Friday evening, as Italy suspended its Schengen agreement on free movement with Madrid.
The US president lashes out at fellow Nato member Spain, repeating an earlier threat to cut off trade relations.
José Luis Rodriguez Zapatero is suspected of being unable to show proof he paid import duties on the jewellery.
Corruption probes of colleagues and relatives have put Spain's premier into a fight for survival.
The searches come amid a series of scandals affecting Prime Minister Pedro Sánchez's PSOE.
Begoña Gómez is accused of using her relationship with Pedro Sánchez to advance her private career.
Spain's prime minister delivers a strong rebuttal to US President Donald Trump's threat to end trade with his country.
European nations say they want to work better together but have differing priorities