In a radio interview with Sway Calloway, Willem Dafoe confirmed that the scene in the parking garage is genuine, no body doubles were used.
Madonna insisted that Willem Dafoe really be restrained during the 'hot wax and champagne' scene, so that when she improvised, his reactions would be more "genuine".
Willem Dafoe accepted the role of Frank Dulaney because he was interested in the reversal of Hollywood norms, having a female character dominate during the sex scenes.