Users who share their personal information through peer-to-peer digital interactions are exposed to privacy threats driven by an opaque surveillance culture fueled by the commodification of people’s data. Building upon ethical foundations of privacy for service design, which we outlined in previous steps of our research, we designed a prototype for a privacy-enhancing instant messaging app, LEGOS. In this paper, we discuss the outcome of a workshop where we tested the privacy features of the app with a group of real users through scenario-based and participatory design research methods. The results presented in the paper are based on our observation of the workshop participants, their preferred privacy settings in simulated, scenario-based interactions, and their direct feedback. Based on our previous research and experience with scenario-based and participatory workshops, we discuss the strengths and limitations of approaches that combine both methods to understand how users interact and how they choose their adequate level of informational privacy protection in peer-to-peer interactions. The empirical exercise reveals that LEGOS’ standard chat privacy settings may be effective in protecting people’s information and that users, however, are prone to change those settings when they trust the information recipient or when they judge the data shared by the sender valuable to them.