I did exactly that as well, hold the needle between the legs, when my arm got tired from holding the needle, and I found it quite easy to knit that way.
Since I switched to circular needles, I can't do that anymore, but I like circulars better than straights.
And I think you can knit in public with your method. Everyone knits in his/her own way.
Being different always draws attention, but it's not always negative.
The ways of Yarn are inscrutable.
I'm NOT a "miss", I'm a lady!