Whenever I want to bring up something that could feel weird, I preface it by saying something like, "I really feel like I need to discuss something pretty personal but I don't want to make you feel uncomfortable, is that ok?" That makes them get their therapist face on. I've never had one say "no." I once went into great detail about a vaginal exam with a male therapist. He handled it quite well. If it bothered him, he sure managed to hide it.