Hmm, top tips from Mr Dini.
Thinking about it, I have a friends that have been and they've never reported any dealings with the fuzz or their friendly sniffing dogs. So I'm not worrying too much, but will take precautions.
I once got sniffed out at Lime Street station, on my way back from climbing somewhere. I obviously had residual odours on my clothes and the sniffer puppy took a great liking to me. Got taken backstage by plainclothes, who promptly emptied my sack and gave me a thorough searching (including a very naughty feel down my underpants). The look on their faces when they came across a nalgene bottle full of white powder (in my sack, not my underwear I hasten to add). I couldn't help but giggle as they inspected the bottle full of chalk.