Still a bit of a risk but it was the reason why PSG went for Safonov because Krasondar aren't linked to anyone on the naughty list.
The big issue is around payments and how it is transferred to Russia, in a nutshell you can't hold anything more than £87,000 (or 100,000 euros) for an individual or unsanctioned company based in Russia, but UEFA have been encouraging clubs to use escrows to get round this (which still might be illegal under sanctions..).