Having been in the military and been investigated by the FBI for my security clearance, I realized that people who want to know stuff do, or they can find out, and it's too much futile effort to try to hide. Also, one sure way to get people interested in finding stuff out about you is to try to hide. I take a sane amount of precautions, but when the worrying about it is worse than what nosy people might do, I don't worry about it.

As for changing my behavior because people may be observing me, I try not to pick my nose in public.