I have been using this method on my PBN and I rechecked all my domains today so I can say with certainty that none are showing up as backlinks for my money sites.
I also wanted to make sure I haven't overseen anything, so I tried crawling one of my PBN domains with Screaming Frog SEO a number of times to see how it would react against GoogleBot, Bing's bot, ahrefs, majestic, firefox, opera, safari, chrome and see if there are any anomalies I should be focusing on. The crawls with the search engine user-agents got the whole domain crawled, the link checker bots got the redirect, and the requests with an empty user-agent (or no user-agent at all) got a 403 error.
I set up a local proxy so I can intercept and change the requests with/without referrer, user agent/no user agent, differnt types of file requests, everything available to tweak a different response - everything worked like it was supposed to.
If you can suggest any scenario where this doesn't hold true, please, enlighten me.