I've done it lots of times w/ long guns. Every single time I have done it in recent years has been in a reputable gun store, i.e. Cabelas, Blacksheep, etc. most recently 4 months ago post I594. As long as you get the required NICS check from the FFL that you purchase from you're GTG
i.e. As a Washington State resident I can't buy a rifle from Idaho State resident Bob (thank you I594

) but Bob can meet me at XYZ Outdoors Emporium in Idaho and the FFL facilities the transfer after the required NICS check and I pay a nominal transfer fee.
Perfectly legal.
Firearms Owners Protection act.
https://www.congress.gov/bill/99th-congress/senate-bill/49Handguns need to be transferred to a ffl in the state of residency and then picked up. Whole 'nother animal