I would recommend the same thing, but I myself do not follow it. Gambling is banned here, but I sometimes gamble. Even the celebrities promote the casinos, and the government does not take action against them. The No. 1 all-rounder in cricket is Sakib Al Hasan, who represented my country for a decade. He now promotes casinos, and he did this in the past as well. So, it depends on how flexible and how much the government tolerate.
If gambling is illegal in your nation, it's risky if you try to bypass the government restriction because they have laws to arrest you anytime. If you want to gamble with legal bypass, you must do everything very carefully because leaving traces online and offline will be risky for you. Government can see abnormality in your bank account, money transfer activities and more if you are using banks and fiat transactions. With your life, let's live a humble life, and don't attract attention from government, which is only more risky and troublesome for you.
Clearly government has limited resources so you will not be their most favorite target, and they will aim at the rich, billionaires, millionaires, celebrities first. You are in the middle or bottom of government list but it does not mean they won't suddenly arrest you anytime they want. Maybe not because of your gambling but with other reasons, and illegal gambling is like their pretext.