GTA 5 Glitch - Rob stores with no penalty.

Step one, wait for an in-lobby game to start from someones crew/company/etc

Step two, enter the territory, driving a fast car. 

Once you do this, you will be participating in the game, and to make the game easier all participants are no-wanted until time runs out. 

Now you can go an do whatever you want until the timer runs out or the game is over.