Yeah, and then some (insert profanity word here) undercover cop comes over and hands you a gun with serial number ground off of it. While you are holding it looking for serial number, you get arrested for being in possession of illegal firearm.
I do have a tinfoil hat, and wear it tightly sometimes. BUT, I would not put anything like the prior scenario past state or local LEO just to prove a point. ESPECIALLY since I think LEO would think you were intentionally trying to make them look bad.