We ran out of the building after 20 minutes because a guy claiming to be Gloria Estefan’s “background dancer” shoved Diva D, naked, into a locker. The last time I had been in a bathhouse was my senior year of high school, when my friend Diva D and I went to one in Miami. Naturally, when I visited Rome recently, the Multiclub was on my sightseeing list, though I was a little nervous.