[Dismas]

From what I heard you can get fake invoices to proof you bought the phone and then go to the apple store for them to unlock it, which seems to annoying and risky.

Does sound significantly more risky, given they can likely check the actual order (serial/IMEI) and see the owner's name/info. If they ask for any form of ID or double check the order #, odds are you're shit out of luck. Likewise, that information will only be available to an Apple employee.