A lot of cops wait at the entrance to the platform and will stop you and check bags. They try to delay you so you panic that you will miss the train. Panicked, the customer is forced to give a bribe so they can be let go and board the train. Instead they should xray the bags which was not done. This apparently happens often to passengers boarding Shatabdi express in morning in a hurry.
One passenger has a review elsewhere where they claim they were stopped and asked to take money out using their ATM. This person had a pack of cigarettes and the cops said he was carrying drugs.