Yeah, I'm convinced he made that up too. There is another schooldays story in episode 36, which I rewatched today because it's where Annette's just discovered Roman is gay and he is desperate to keep her from telling anybody (to the point that he tries to bribe her). Annette was being her usual self, very well-meaning and her heart in the right place, but not particularly encouraging when she doesn't *get* the significance of a problem, so she was just totally dismissing his fear and doing the whole "what? why wouldn't you want people to know you're gay? it's TOTALLY ACCEPTED these days, you're being silly" spiel. (Which incidentally makes it so much more understandable why he wouldn't tell her about his awful family then - she just didn't give the impression that she'd ever understand). So the "official" reason for his fears that he gave her was a bullying story from school - he told her how a bunch of boys had photographed him naked in the shower and turned the picture into a banner to hang over the school entrance with "Cocksucker" printed on it. It was a heartbreaking confession and it worked perfectly well at the time, as did the Baywatch story in the Axel scene, but I think in light of the new history, they both seem like the kind of grand, significant, dramatic movie moment type scenes that someone would make up if they're hiding a truth that's a lot simpler and bleaker.