I would sloooowly test out the waters.

Many women I know of have 'taboo-ish' fantasies.
Sometimes they are really into it, carrying
those mindgames along with them all the time,
and sometimes the 'nasty' stuff crosses their
mind, stays for a while and then disappears.
It's like a phase.

That's just what I have experienced from
a few example-women.

Going in too hard on her concerning
that topic, especially stating, that you
imagine HER in those fantasies…
…SHEEEESH….
Did it once.
Won't do it again.

Another point would be damage-control.
Imagine, that she would blast your
intimate thoughts out to the public.
Could you stand up to it?
Could she could seriously damage
your social environment by doing so?

It really depends on her as a person,
her character.
But keep in mind, that women can be
very unpredictable sometimes.

FUNFACT:
A female friend of mine told me within a
casual conversation that her BF is secretly
into watersports… Just so…
they had a little bit of a fight going
on between them, nothing serious.
But that seemed to be enough to 'frame' him
a little bit.
Now I've got to deal with the problem that
whenever they come over to visit,
NOT to piss into his drinks, when I serve them.
;)