An extended magneto-optical (MO) analysis of samples cut from high-density pellets of MgB2 is reported. For sake of comparison some magnetic measurements and critical values are also shown. Notwithstanding the fact that the optical and SEM images exhibit grains with different shape and size, all the samples investigated by MO analysis (three specimens of different shape and size) enter as a whole into a critical state. The current at different temperatures and fields, in a phase zone accessible to MO are calculated by means of a quantitative analysis. The analysis, based on the inversion of the Biot-Savart law, corresponds to three regimes: under-critical, critical and over-critical, respectively. A possible qualitative interpretation of the absence of magnetic granularity is given in the framework of a critical state likely reached by a network of strongly coupled Josephson Junctions.