Insist on the same standards for evaluating and treating your employees that you use for your other patients. No hallway advice. No undocumented samples. No unescorted sensitive exams, regardless of the employee's expression of comfort with diverting from the standard protocol. If possible, make sure that all physicians in your group follow the same policies with respect to taking care of employees.
Inconsistency is a door through which everything from bad feelings to lawsuits can enter.
Follow your gut. If it feels awkward, terminate either the employment or the patient relationship. Remember that deciding not to provide care for your staff is a perfectly acceptable position. You will never get into trouble by politely saying no, while you may get into all sorts of trouble by saying yes. In fact, I can go so far as to urge you not to provide medical care for your staff if you can avoid it.