In the confessional I always say “Bless me father.” We have two Msgnrs in our parish, one on loan from Africa while getting his education degree, but he always goes by Father. We who were in RCIA found out because he slipped one day and said “People in Africa will tell me, ‘Monsegnior, I did such and such…’”. He was the Vicar General of his diocese.
I often slip and call our Pastor, who is a Msgnr, Father when I see him around. He never seems to mind.
Funny story–the first time I went to Mass at my current Parish–as a Protestant, of course–another Priest from Africa was celebrating and the deacon gave the homily. Since the Deacon “preached” I thought he was the Priest, and figured Fr. was actually the Deacon!
Also, the first time I saw Msgnr. I for some reason didn’t think he was a priest and thought he was our Assistant Pastor’s assistant!