I did ride my (at the time) 4 year old mare in the same rope halter and I just felt it was a diaster waiting to happen. We have not tried it since.
I also briefly rode my qh gelding with nothing on, but it was more for just a "lets chill and relax" then any actual work. I let him go where he wanted.
I did get a bosal for him but I have yet to use it. Saving that for the Spring.