I find the state of MCPs with OpenAI quite confusing:

- As an end-user, you can connect MCPs only with `search` and `fetch` that only work in deep research mode.

- As a developer, you can use MCP with the API and that supports the full set of MCP tools - all tools become available; this shows in the dev playground.

- For Custom GPTs, they support any action, but not MCPs. So if you had a layer to translate MCP to their API spec, it will work. But Custom GPTs with actions only support models 4o and 4.1; so you don't get the benefit of the o-series of models.

Figuring out what works when is harder than it needs to be.