Metric Differential Privacy (mDP) extends the local differential privacy (LDP) framework to metric spaces, enabling more nuanced privacy protection for data such as geo-locations. However, existing mDP optimization methods, particularly those based on linear programming (LP), face scalability challenges due to the quadratic growth in decision variables. In this paper, we propose Perturbation via Anchor-based Distributed Approximation (PAnDA), a scalable two-phase framework for optimizing metric differential privacy (mDP). To reduce computational overhead, PAnDA allows each user to select a small set of anchor records, enabling the server to solve a compact linear program over a reduced domain. We introduce three anchor selection strategies, exponential decay (PAnDA-e), power-law decay (PAnDA-p), and logistic decay (PAnDA-l), and establish theoretical guarantees under a relaxed privacy notion called probabilistic mDP (PmDP). Experiments on real-world geo-location datasets demonstrate that PAnDA scales to secret domains with up to 5,000 records, two times larger than prior LP-based methods, while providing theoretical guarantees for both privacy and utility.