The twosome jumped into the pool stark naked as a fully-clothed Ryan Moloney sang: "I see you baby, shaking that ass!"
Rylan then added in a panic: "They've got underwater cameras!"
Rylan randomly stripped off in the garden earlier this month, and Page 3 model Lacey Banghard upset Heidi with her nudity as she prepared to shower shortly before her eviction.
The five remaining housmates in tonight's final include Razor Ruddock, Rylan, Ryan, Claire Richards and Heidi and Spencer.
Former X Factor finalist Rylan is still favourite to win despite the recent exit scandal.
See more pictures from the Celebrity Big Brother house here: