I would add some important thing here:
Of course, don't do mess around yourself while training, because that could harm those people around you. =]
I usually begin my training with clearing up the area a little. This way I could think of my training as I did something practical to the "community" who "watch over" my silly methods of climbing and jumping around. If this doesn't help, let them know that you did some cleanup, and you care about the environment that you train on.
This way people should realise that you mean no harm. If you still let a few footmark around the walls, they could think that you will remove them sooner or later.
I was quite happy when I found the same opinion in this "old" documentary:https://www.youtube.com/watch?v=6uX4ArMqQBw
from 5:30 exactly
I think this part of parkour should be promoted much more...
So if I can give you an advice, promote this idea alongside with all the others that you do to people who asks things like "what the hell are you doin' ?! You will hurt yourself!!! " ... etc.
Cheers from Budapest
I think you have to deal with it. In my experience this "feelings of being watched" fade away after a few month of training alone. You just have to repeat and repeat in your mind that these people are unimportant for you. Focus on the things you are doing. Repeat exercises again and again. FEEL what you are doing and what your Body replies to you. If you try to think and train in this direction, then all other people will automatically become unimportant. You will not even recognize them standing rigth next to you.
Then after Minutes of repeating and focussing you wake up....uh...so many people around??
Try it. Everybody. Do not forget....you are doing this things for yourselve. Your Body, your mind, your health. Everything and everybody else is unimportant in this case.