Ok. I’m the perfect person to ask for this as I had to go through this same thing last year. It helped knowing my roommate from high school. What basically ended up happening was this:
I put it bluntly that I go in to the closet to play with myself. I like to play with myself for a long time (up to three hours sometimes). I’d pump, hang, do whatever in there. He wisely never seriously tried to go back into the closet. It also helped that I had a good vacuum hanging system (TheGRIP) in which I could do ADS/ANS, ADH, etc, virtually undetectable.
Really, I didn’t care if he knew what I did or didn’t do. I even would walk around with weights slung over my shoulder. He’d just look at me weird some times and say, “You’re a weird ass mother fucker. I don’t even want to know.”