To piggyback off of Arc’s post re: Saucy –
I’ve farmed millions of MGP using Saucy, the vast majority I’ve done by challenging the House Fortemps Manservant, who is in the instanced area of House Fortemps next to the Last Vigil aetheryte in Foundation (Ishgard). Since it’s in an instanced area no one else can see you and therefore report you, so on that front its much safer.
Now don’t forget it isn’t foolproof – FC\Linkshell\Friends can also see you if you’re playing Triple Triad for 12 hours at a time, so while you’ll avoid the random riffraff there is still that to think about if you think someone might report you from those areas. On SE’s side anyway though it hasn’t seem to raise any red flags, I’ve been playing Triple Triad straight through the night every other night for the last month and no worries so far.