I'd say just do it. If you don't have a MT permission slip, you have to OC in town anyway. I've OCed in Missoula and Kalispell without issues. Most people really don't seem to care or notice. I don't even bother putting it away when I visit Montana.
The first few times I OCed I was a bit nervous, but I started in places that I frequented - actually my first OC was in a bank (AZ), proceeded to do some grocery shopping, and was surprised nobody said anything. After a few trips it became 2nd nature. I don't OC as much anymore since I carry a compact that is easily covered by the light jackets I tend to wear.