I seem to remember reading that one doesn't challenge someone ready to humiliate himself to ask for tzedakah, but I can't find the source.
The closest I am getting is the Rambam (MT Matnot Aniyim 7:6)
When a poor person whose identity is unknown says: "I am hungry, provide me with food," we do not investigate whether he is a deceiver. Instead, we provide him with sustenance immediately.
but that only applies to food since there is urgency.
It is forbidden to turn away a poor person who asks [for charity] empty-handed.
Does the idea that one doesn't challenge someone if he is ready to humiliate himself by begging exist as a formal halacha? What is its source?