Dane, the Gypsy people are outsiders in Romanian society, and there's a great deal of antagonism towards them. Consequently they keep their societies very closed and perhaps don't show their true selves to visitors.
There are no special warnings or alerts regarding visits to these viallages, and it seems that the greatest threat to your property is in Bucharest among the general population. Overall, crime rates are low in Romania.
There's an interesting discussion on a LP thread about finding and visiting villages, it might prove useful:
and we have our own tips and guides on Romania here:
Phil from the safety hub about 7 years ago