If you are on your own property in New Jersey, you can do what you wish, open or concealed. But if you are doing it openly, consider the situation carefully. There is a big difference between taking your shotgun out to the car for a range trip and being "that guy" who walks around his property with a handgun.
I don't know your situation. If you live in a rural community in Cumberland County, you probably won't have a problem. If you live in Princeton I would heed what kingpin008 said.
When I get back from the skeet range, my friends and I usually smoke cigars, have a few beers, and clean our shotguns on my back patio. I have a fence, and neighbors on three sides, but it's not a tall fence. So call it semi-private. My neighbors know I shoot skeet and I've even taken a few of them with me sometimes. I've never had a problem. But we're not doing anything unsafe or threatening, just a bunch of middle aged guys wearing polo shirts cleaning wooden O/U shotguns and laughing about the day.
But I would not clean my shotguns on my front porch. It would just draw the wrong kind of attention. Is it sad that I have to be fearful on my own property? Yes. Am I being neighborly by cleaning my shotguns on the back porch or indoors? Yes.
My neighbors respect my right to own guns and respect their desire not to have them overtly paraded in front of them.
You know you situation better than me. Just be smart about it and you will be fine.