Don't jettison them near a station because you get fined. Also, if the police scan you with illegal cargo/passengers, they'll attack you, or if they scan you at a station after you get docking permission, your docking permission will be revoked, so if you continue into the station, you'll get blown up. Scans at the station are easy to avoid by approaching from the front and fly straight down the axis line at a speed of 250m/s or more. You can slow down when you get to the slot or do what I do, which is wipe my nose on the bottom of the slot to remove speed. Do not attempt to use a docking computer outside the slot. wait until you get into the station before letting it engage to land you.
In other words, it's probably easier to jettison the stuff in any free space away from a station unless you want/need to keep it.