In my experience, so long as you don't go broadcasting it across the store and are discrete a lot of managers will let stuff fly. I've got non
GW parts on a lot of my models (Hell, I've got an Ork Battlewagon where the Deffrolla is made from Lego) and even have models made from non
GW figures. I've never once been told to put them away.
It's all about being a little cloak and dagger about it.

Unlike a certain regular at my local (who posts on here) Who emailed
GW if he could use his PH Thousand Sons Termies with legs from Micro Art Studio at their last Throne of Skulls. They obviously said "no".

"Don't ask, don't tell" is the general policy I've seen.