Never been caught, mainly because i live in my own apartment, though i havent whilst staying at either mine or my gf's parents, just wait till late night/early morning or until nobody's in,
my mum and dad wouldn't be bothered anyway, it's not like they're naive enough to think we don't do it, they're pretty cool bout this kinda stuff, same with alcohol when i came home p****d up for the first time they thought it was hilarious watching me pretend i wasn't drunk whilst leaning on the wall, or when my mum found my 'adult collection' and just said 'atleast it's women', they know these things are gonna happen whether thay try to stop it or not.
So back OT yeh no scares so far although it's not really something to be embarassed about in my opinion.
Also regarding the lock thing, bit of a mood kill when your getting to it and someone has to go lock the door so i can definately see why thats an issue.