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• Such question is often asked in chat, for example the two most recent messages in MO chat room here and here. (And also in other chat rooms, for example in some rooms associated with Mathematics SE, although I do not have examples handy.)
• Some users come here and ask this on this meta. One example I was able to find quickly: How can I tell if my question is appropriate to MathOverflow or if I should just put a bounty on it at Math.SE? You can find a few more in math-stackexchange tag.
• Some people ask such question on meta.math.SE. Again a random example: Can we move to an unanswered question to MathOverflow. You might find some other such inquiries in mathoverflow tag, although from a brief look at the questions in that tag it seems, that asking about general criteria how to decide what belongs on MO is more frequent than asking about a specific question.

There already are a few threads for the purpose of getting discussions with similar focus in one place, rather than having many separate questions about very similar issue. This is done usually for things which are likely to be asked repeatedly. (For example, Requests for reopen and undelete votes for closed and deleted questions, Interesting (and not sufficiently answered) questions on math.SE, Help improve tagging!, Help cleanup tags! and probably a few others I am unaware of.)¹

¹On the technical side, I will mention that it is possible to disassociate a post from a user and change the post owner to the Community user - although this has to be requested from SE staff. (IIRC this cannot be done by moderators.) So if the outcome of this discussion is that creating such a thread could be useful, whoever posts the question can ask for the question to be disassociated from their account, so that they do not receive ping from each new answer - if they wish to do so. (I am not sure to which extent this practice is common for "long threads" like this on MO.)

• Such question is often asked in chat, for example the two most recent messages in MO chat room here and here. (And also in other chat rooms, for example in some rooms associated with Mathematics SE, although I do not have examples handy.)
• Some users come here and ask this on this meta. One example I was able to find quickly: How can I tell if my question is appropriate to MathOverflow or if I should just put a bounty on it at Math.SE? You can find a few more in math-stackexchange tag.
• Some people ask such question on meta.math.SE. Again a random example: Can we move to an unanswered question to MathOverflow. You might find some other such inquiries in mathoverflow tag, although from a brief look at the questions in that tag it seems, that asking about general criteria how to decide what belongs on MO is more frequent than asking about a specific question.

There already are a few threads for the purpose of getting discussions with similar focus in one place, rather than having many separate questions about very similar issue. This is done usually for things which are likely to be asked repeatedly. (For example, Requests for reopen and undelete votes for closed and deleted questions, Interesting (and not sufficiently answered) questions on math.SE, Help improve tagging!, Help cleanup tags! and probably a few others I am unaware of.)¹

¹On the technical side, I will mention that it is possible to disassociate a post from a user and change the post owner to the Community user - although this has to be requested from SE staff. (IIRC this cannot be done by moderators.) So if the outcome of this discussion is that creating such a thread could be useful, whoever posts the question can ask for the question to be disassociated from their account, so that they do not receive ping from each new answer - if they wish to do so. (I am not sure to which extent this practice is common for "long threads" like this on MO.)

• Such question is often asked in chat, for example the two most recent messages in MO chat room here and here. (And also in other chat rooms, for example in some rooms associated with Mathematics SE, although I do not have examples handy.)
• Some users come here and ask this on this meta. One example I was able to find quickly: How can I tell if my question is appropriate to MathOverflow or if I should just put a bounty on it at Math.SE? You can find a few more in math-stackexchange tag.
• Some people ask such question on meta.math.SE. Again a random example: Can we move to an unanswered question to MathOverflow. You might find some other such inquiries in mathoverflow tag, although from a brief look at the questions in that tag it seems, that asking about general criteria how to decide what belongs on MO is more frequent than asking about a specific question.

• Such question is often asked in chat, for example the two most recent messages in MO chat room here and here. (And also in other chat rooms, for example in some rooms associated with Mathematics SE, although I do not have examples handy.)
• Some users come here and ask this on this meta. One example I was able to find quickly: How can I tell if my question is appropriate to MathOverflow or if I should just put a bounty on it at Math.SE? You can find a few more in math-stackexchange tag.
• Some people ask such question on meta.math.SE. Again a random example: Can we move to an unanswered question to MathOverflow. You might find some other such inquiries in mathoverflow tag, although from a brief look at the questions in that tag it seems, that asking about general criteria how to decide what belongs on MO is more frequent than asking about a specific question.

Additionally I will ask also this:

If the consensus is not to create single thread, what should be recommended to people who want to ask about this as the best course of action? Should they simply post a new question here on meta.MathOverflow.

For example, if I - or somebody else - would like to make a suggestion to users who asked about this in chat (see the examples linked above), where should I direct them?