Gandalf, while he was a maiar (Olorin) was basically the first gifted kid burnout jaded slacker. He refused to help against Sauron basically because "it's not my job, and that guy's terrifying", but he was widely regarded as very wise and his boss's boss basically said "nut up", which he did.

So, Gandalf probably knows how to do it, but very likely wouldn't want to go through the trouble, so he'd make up some bullshit about exposing himself to avoid a fight.