So far thats not happened at the gym I go to, but I wonder how it would be handled?
I don't think it would be "handled" at all. I had a dispute a while ago with a gym I was using because male staff kept entering the women's changing room during operational hours for various reasons. They'd knock first and call "Can I come in?", but as I said repeatedly, if a woman were in the shower and no-one else in the room (as often happens when I'm there), she wouldn't hear. I told them it was wrong and they shouldn't do it.
Took me weeks to get them to agree that only female staff would, in future, enter the room during operational hours.