I have done it, and all I was worried about was somebody dropping something onto my rotor disc.
It was when I was flying for the police, and we were looking for a "floater" off a ferry. Passed under the bridge several times, a weird feeling to have an object over the top of a rotor disc.
And Pinky - I have heard that the famous ah...ah...ah..stuttering pilot Chris Braund did exactly that in his Mustang. He wanted to over fly KSA, but Tower told him to "Make an orbit at the Harbour Bridge", but his orbit was vertical, not horizontal.