I use a black jute bag that's wrapped in 40 layers of foil on the bottom and around. And then I put it inside another jute bag and more jute material is glued around it to conceal any remaining visible foil.

I've had no problems so far. I put some security tags from products I've taken beforehand into my wallet and then put the wallet in my bag and see if it sets anything off on the way in to see if it's OK to use. If any alarms sound, the exercise is aborted (hasn't happened yet)

The only thing I'm wary of at the moment is those overhead ceiling EAS systems that are apparently a thing. The foil detection tower thing isn't really an issue as you just walk in the same time as someone else surely.

I just find using magnets quite tedious whereas with a bag you just drop them in (in a blind spot of course) and off you go.