I'm playing mostly off the grid but occasionally on it. So whatever I do has to work equally well on both. In the past, that's been what others here have done of "no change" to "small penalty for firing into melee". For my current game, I specifically wanted to discourage firing into melee but not prohibit it, which meant that I needed some kind of rule to get that outcome.
That said, I will certainly override that with GM adjudication when the situation warrants. If some warrior is holding a narrow, low tunnel against a group of enemies, you can darn well bet I'll use some kind of cover rules, where if the miss is by the amount of cover it hits the ally in the back. It's merely that most of the situations I have are more ambiguous, with room for the melee combatants to be in constant motion, making a long-range shot practically impossible. Short of a sufficient rule, I'd simply not allow the shot at all, with situational exceptions for when someone thought the odds of a hitting a random target in the mix was worth the risk.