I've done this several times, but all pre covid which might have changed things from a security perspective.
At the Shangri La I've always told them that I'm staying with a partner (if it was an overnight booking) or entertaining friends, and met the WG's downstairs and brought them up with no issues. In a couple of cases, they did ask for names and ID which was no problem as the girls were regulars well known to me. But that obviously would be difficult otherwise. Overall, I think you'd need to be confident in your behaviour and it'd probably be fine. But... Not sure if security has been stepped up recently.