The workers, who are a couple, appear dressed in thick clothes and are not allowed to talk to visitors of Malmö Konsthall, one of the city's biggest art exhibition centres.
The pair, Luca Lacatus and Marcella Cheresi, were spotted begging on the streets of Malmö by the project's organisers who say they decided to turn them into an exhibit designed to encourage Swedes to reflect on growing inequality in their country, which is set to experience record immigration in 2015.
But the project has whipped up a storm since it got underway earlier this week, with many critics accusing the gallery of "objectifying" poverty.
Ioana Cojocariu, an artist active in the group Solidarity with EU migrants told the newspaper Fria Tidningar:
"I had very high expectations, but when I entered the room, it felt like an ethnological exhibition, where black bodies had been replaced by poor bodies...I think artists are well-intentioned but there have been errors."
“This is a touchy subject that causes strong reactions so I'm not particularly surprised by the massive criticism," Erika Li Lundqvist a press officer for the project told The Local on Friday.
She added that she was "disappointed" that many of the critics had commented on the "provocative" exhibition without visiting it for themselves and insisted that the Roma migrants had been treated fairly, with the help of Romanian translators.
"I am aware that there are ethical problems with interpreting and objectifying vulnerable people. That is exactly why we...had an interpreter when casting Luca and Marcella for the art project," she said.
According to the gallery, the Roma couple featured in the installation are paid the same hourly rate as everyone else working on the project and are set to take home around 5000 kronor ($606).
Earlier this week the paid told Fria Tidningar that they had moved to Sweden after their home burned down in Romania, with social services taking care of their children because the family had nowhere else to live.
Luca Lacatus said that he and his partner planned to use their earnings to help build a new property back in their home country.
"The money will buy enough bricks to build two rooms," he said.
Asked about whether or not he felt that they had been objectified, he told the paper:
"We've already got used to being looked at. It is better to be here than out on the street. Here it is warm and dry anyway."
The couple are now expecting another child and say they hope to return to Romania before it is born.
"I am afraid that they will take the child away from us if it is born in Sweden and we do not have anywhere to stay," Marcella Cheresi said.
Thousands of beggars have arrived in Sweden over the past two years, with ninety percent of them travelling from Romania, according to figures released by Stockholm's Social Administration in April 2014.
Most of them are members of the Roma community - one of the EU's largest minority groups - and arrive as EU tourists under the right to Freedom of Movement. Many live in tents or caravans and make a living by asking Swedes for money outside shops and underground stations.
Romania has been criticized in recent months for encouraging Roma people to beg in Scandinavia, by failing to do enough to help Roma people living in poverty in their home nation.
Last week Rovana Plumb, who is Minister for Labour, Family, Social Protection and the Elderly in Romania held talks with her Swedish counterpart Annika Strandhäll.
The pair agreed on a joint statement to be signed at an EU summit on March 9th.
"We will create a framework for how we will share experiences on successful measures," she said. "Local authorities in Romania and Sweden will cooperate and we will prepare projects to achieve common goals for employment and social welfare in both our countries," said Plumb.
The exhibition at Malmö Konsthall is set to continue until February 5th.