I used to feel embarressed about these places, but when you think rationally:

1) 95% of the public won't know what what goes on inside,
2) the 5% that do are probably jealous of you.
3) most people walking past are focussed elsewhere

So Unless someone you know sees you going in or out, I don't think you need worry.

Being at the end of a laneway, the only people who will notice you are the operators of that little shop, and maybe their CCTV picks up everyone who goes in.