Having an uninsured and unplated bike would complicate things.
That aside, find a lot that is empty and out of the way, when asked to leave, leave.
If going with a few people, limit the amount of people and make sure they don't have attention seeking bikes (loud pipes) and aren't A*holes to anyone that approaches.
Cops generally won't care unless you're doing something stupid or dangerous to yourself or others (ie. populated lot).
I had cops pull up twice in a year. Once, the cop just watched me for about 10 mins and left (GO parking lot). The other, he just asked what I was doing and I explained to him what moto gymkhana was (this was at an elementary school parking lot).
In the year of practice, I was only asked to leave the lot 1.5 times. Once by an employee that showed up randomly, the other .5 was "did you ask permission? - No... ... Okay, well if anyone asks, you don't know me and I didn't see anything".
I really only practice when I have spare time on the weekend, so there are plenty of empty lots out of sight.
Bet you could get an event sanction, cover insurance and tarmac rental someplace at a reasonable rate, with about a dozen or so dedicated riders.
If someone set this up, I'd be in
One of the guys from our group that moved to BC and setup a Gymkhana program with the riding school he works with recently. Maybe that's how we can start it started here?
https://www.pacificridingschool.com/?services=gymkhana-club