Show and Tell - NOT

Sweets and Buddy were playing with toys in the middle of the family room.  All of a sudden came hysterical laughter.  I looked over and they were mooning each other!  They were immediately sent to their own rooms and told to close the doors (since their rooms almost face each other).  I talked with each of them individually, and they both saw it as a joke.  I tried to explain (again) that they are too old to show that part of their bodies to anyone else.  I obviously am going to have to get stricter about enforcing closed doors when using the bathroom and when changing.  How else do I teach modesty?  May never needed teaching - she developed modesty on her own.