Well - yeah - you know - i remember feeling bad for sleeping with a guy form class when i was 18, i thought he was my bf and that we were going to marry. Very stupid of me. All he wanted was to ****. But still with my religious up bringing - i did feel extremely guilty. For sleeping and not marring like i always thought i would. She told me to leave him I know that your case is not similar to mine - but with all that awful guilt i felt, and i am used to feel it close to self loathing she told me
"If you feel bad for it its already good, we are already a step away form it you are not completely IN it "!
I loved that sentence and i am happy to remember it now that i read your situation

Also - i think you need to see - now if you know what makes you feel bad about it - what makes you feel good about it? i mean - what benefits (mental physical whatever) you have with it that you keep it up. What you can do is tell them if they start it themselves - that you have a bf and you are not interested in doing it any more. Stay friend but don`t do the sex talk...