I mean, "don't take photos of yourself having sex" seems like a no-brainer, unless you're actually intending to publish.
If recording your sex happens to be your fetish, then making a record that is both difficult to publish and well-secured against accidental or malicious discovery seems like a no-brainer. Polaroids in a locked cashbox, for example. Or on a USB stick in a password-protected file.
Letting someone else record your sex on their phone is pretty much begging for publication whether you want it or not. Maybe the risk of publication is the fetish?