I've noticed a few times when running certain games on real machines that the relay in my MSX was clicking loudly. When running the same game in the OpenMSX emulator I noticed that it gives a warning about unsafe PSG settings exactly at the same moment. As the Red Book says, if both 6th and 7th bits of PSG register 7 are set to one, this may damage the older machines with the real PSG chip. So far I identified 2 games that are doing such nasty thing - Train and Blagger.
Thanks for the help from OpenMSX gurus, I am now able to set up a debugger trap for such events, debug them and create patches for the ROMs in my collection. I propose to everyone to notify the MSX community in case any game or other software attempts to use this dirty tricks due to a bug or a nasty copyprotection. Here are my 2 cents:
TRAIN.ROM
0F2D: FF -> BF
BLAGGER.ROM
21C8: FF -> BF
22EC: FE -> BE