Have a wallpapers folder. Put two folders in that folder, one for lewd, and one for not lewd. When you want to cycle all wallpapers, lewd included, set the master folder as the slideshow. When you just want SFW wallpapers, only set the not lewd folder for the slideshow.
Alternatively, don't give a shit what your roommates think of your wallpaper. If asked, just say, "Fuck you, I like looking at tits." Odds are, so do they.