No. Lol. Not as far as I am awares anyway.
I am from two different types of Romani family (Eastern European and English), and I have never seen anything like this from either side.
As well 'Gypsy' isn't a very good term to use. My gram hates it, unless she wants to annoy someone. Lol. Usually the old folks she goes to bingo with.
I'm not sure if it applies to other countries, but in England it's not nice to call someone it. Minst yas- there are worse words they say.