You can be coy. Jesus was... “Jesus is not the prophet of God!” (Messiah yes, prophet no.)
Sure, coyness, and even outright dishonesty, is not condemned by God if it is for a good cause. Take the example of Abraham lying about his relationship to Sarah in an attempt to protect her in the Old Testament.
However, what is the “good cause” in denying Christ? Perhaps if you can save others’ lives by doing so, I can see that. However, if it is only to save yourself, then I think that is a sin of selfishness and worldliness.