This is a good topic for discussion. Here are some of my thoughts and tips on this magical dilemma:
1. Put the unexaminable gimmick in their hands on your terms whenever possible. For example, asking a participant to open their hand and putting the gimmick in their open palm before the effect begins creates the illusion later that they examined the object, or that they could have examined it if they had wanted to. For example, JJ Sanvert, when he performs Cigarette Through Quarter, puts the coin in his participant's hand after he's done the switch for the gimmicked coin. He places it in their hand with the lit part of the cigarette lying against the coin. Now they can't examine the coin because there's a lit cigarette on top of it. He is still in control despite how things appear. Another example of this is having the participant actually do some of the work handling the gimmick to aid in the magic. I do a coins across routine with a shell in which the shell is in the participant's hand for half the effect. They even nest and un-nest the shell to aid in making the coins appear and disappear. While this is bold and does require some steady audience management, it gives the participant a feeling of control that satisfies whatever desire they may have to examine anything.
2. Build credibility before doing effects that use unexaminable gimmicks. If the effects you perform beforehand all give the audience some control, you will build credibility. If you let them shuffle the deck, do magic with their borrowed coin, etc., in the beginning, and they accept that everything is open and fair because you have created that atmosphere, they will assume whatever effect you perform later on is the same because you have conditioned them to believe that is so through the credibility you have earned with your repetition of being transparent and fair with all your props prior to the effect using the unexaminable gimmick. Note that the magic you do beforehand, though, needs to be just as strong as the magic you're going to do later with the unexaminable gimmick.
3. Don't use unexaminable gimmicks. This may sound trite, but if using gimmicks that are unexaminable is an issue for at this time, perhaps it may be best to hold off on them until you feel more confident to take on the challenge at a future time, if ever. There are tons of great effects out there to choose from. Having a criteria for what you perform only helps in making the magic you perform more discerned and distinct to your style. Perhaps working on the audience management skills required to be capable of using an unexaminable gimmick would be a better use of your time at the moment. For example, put an advert card that comes with every pack in your deck and perform without trying to let anyone see it. If someone asks to examine tour deck or if it shows up, you can be sure someone is going to ask what it is. Lucky for you, it's just an advert card you can easily dismiss. It's a good exercise though with an easy out.
4. Work out a handling with a deceptive switch or ditch. Many magicians will say "just switch it out." And while this is a great remedy for the problem here, it doesn't address the issues that will certainly arise when the heat is on. Laymen often sense that an unmotivated shuttle pass is the guilty action of a switch and that you are not being truthful with the object you are handing them to examine. A well-timed and executed sleight, however, can take them off the trail. For example, when Garrett Thomas performs Cigarette Through Quarter, after a participant has taken out a quarter, before he even touches it, he tells them he wants them to watch him closely and make sure he doesn't switch it because that's what people often think. He then picks up the coin and switches it right in front of them in one of the most deceptive ways I've ever seen, and no one is the wiser. And that's part of what makes him a good magician--rather than hoping the audience doesn't catch up with where he is, he assumes they're already ahead of him, addresses it so he's working under what appear to be "test conditions," then doubles back and does exactly what he said he was not going to do by using a handling deceptive enough to stand up to the scrutiny.
Hope that helps and gives you some options to consider.