ATC out to get us?

I have a question that I am curious about having stumped several CFIs
locally.

I'm flying from my home base, St. Cloud, Minnesota, to St. Paul
Downtown Airport. Pull out your Twin Cities sectional if you have
one... Along the way my son and I are going to do some sightseeing over
the State Fairgrounds. The MSP class B airspace is 100/70, 100/40,
100/30, 100/23, and 100/SFC. The fairgrounds are just outside the inner
surface ring. The terrain is around 1000 ft MSL and some significant
towers in the area also. I would rather stay at 2500 which would place
me inside Bravo of the 100/23 ring over the Fairgrounds. Complicating
matters are two class D areas, virtually touching, at [34] between St.
Cloud and the Fairgrounds.

So I am VFR, flying to the southeast at 5500, I speak to approach and
ask for direct to the Fairgrounds for sightseeing with clearance to
enter class B. That is denied but I am advised to continue, maintain
3000. As I get close to the class D at [34], but still under the 100/40
shelf pf course, I point out that I will need to speak to Anoka Class D
to traverse their airspace unless Approach can get me clearance. They
told me to maintain 3000 "and you'll be OK". By this I assume
they meant "no traffic in the class D area at that altitude" but I
was unsure. Having faith they were not out to get me, I complied and
remained at 3000, bored through the upper reaches of Anoka's Class D.

I was next to enter the 100/30 ring at 3000. I have always understood
that 100/30 means inclusive so I advised approach I would either need
lower or a clearance to enter Bravo. I was told "Stay at 3000 and
you'll be OK." No "cleared to enter Bravo" magic words, so I
said "how about 2800 to remain clear of Bravo?" and clearance for
this was granted.

Next I was to enter the 100/23 ring so I advised approach "In order
to maintain terrain and obstacle clearance, I'll between 2500 and
2800 and clearance to enter class Bravo over the Fairgrounds". I was
switched to the tower frequency and given clearance to enter Bravo and
advised to stay northeast of the active runways, and after a few
circles, on to STP.

So all's well that ends well, but:

1. Can Approach grant clearance to go thru intervening class D when
VFR? I am accustomed to this as a matter of routine when IFR but I do
not know about VFR.

2. Why was I given in effect "permission", but no clearance, to enter
class Bravo at 3000, therefore permission to bust class Bravo and
potentially get cited? Is it conceivable that a controller would be so
sadistic as to send a place through Bravo without clearance and then
bust them?

3. Is there a better way for this trip that you can think of? For
instance, is it reasonable to file IFR and then, along the way, spring
a request to circle the area of interest, under the implied clearance
to be in Bravo and Class D afforded by the IFR flight plan?

Mitchell

St. Cloud, Minnesota