Hitchhiker's Guide to the Galaxy might be good too (at least the six episode TV series that just feels like a long film). I also think it's a little more appropriate.
Naked Gun has some pretty sexual themes, Monty Python less so if you're only talking Holy Grail. Life of Brian and Meaning of Life have loads of sexual themes and nudity.
I did think of that scene fist which is why I was surprised that it was considered the one with the least sexual themes. That's how I first found out spanking could be a sexual thing.