When I worked at a popular fast food outlet, the mystery shoppers had specific times of day when they would visit (they were even marked on the kitchen clock). Of course most tried to not make it obvious what they were doing but the staff could usually work it out.
The shoppers were restricted in what they could order (Medium meal, soft drink (no milkshakes)), and they would usually pay with large notes and, ask for a receipt. (At the particular location I worked at this was in no way normal customer behavior)
One MS though needed no working out at all. I was working on the front counter, and picked her out as soon as she walked in.......Holding a stopwatch

. My spot was confirmed by her order, and by the fact that she then proceeded to sit in the dining area and watch all the staff like a hawk, taking notes.
I myself take on one or two MS assignments that I can do in the course of my normal work. I don't think I have ever been picked out. I think that an articulated lorry and scruffy work clothes, help with my cover somewhat.
I would like to take on some assignments on the railways though. Some experiences I have had in my time using trains would make for very interesting MS reports.