Since when moneygram is risky ? When you collect your cash from moneygram it cannot be chargedback same as western union.
The only risky thing here which in most cases you can't avoid is that the person should provide few personal infos in order to send/receive money.
There is nothing risky using moneygram.
- Western Union (they reportedly will sue the recipient to recover money in some cases)
As western Union transfers can be recovered in some cases I think it can be happened for moneygram too. I have not been scammed, just theoretical no practical.