1) You have a limit of 20 games per hour. If you go past that amount you will get temp banned. So this is important to keep in mind.
2) When switching characters, do not do it lightning fast. Instead wait a few seconds then continue. Doing it too fast may cause temp ban.
3) On rare occasions the game gets really laggy and you get "connection interupted", after which the game disappears. Kinda rare but if you notice any lag in the game don't use it to mule, just to be safe.
Other than that there isn't much you can do. It's never 100% safe, but atleast you can minimize the chance to lose items.