Ah, sorry for the misunderstanding, I can see how my comment reads that way. That is done in the Gaussian process context, not in my first example, and yes, it's a dirty idea, but you can justify it using differential privacy arguments (basically you are optimizing few parameters and these do not have full interaction with the data).
Yeah, I had read one of your parallel comments and understood what you had meant. Differential privacy is a good formulation (well, the only one I know) to deal with the peeking problem in general.