I would first encourage you to be open with your husband about dilation, so he could give you time alone in the bedroom to do your exercises. I believe partner support can be so helpful in your treatment program.
But if you are truly uncomfortable discussing with him dilation, some women have found success dilating in the bathtub. The hot water can be relaxing and help make the muscles less tense. You would need to use a lubricant that is not water based, so try coconut oil on the dilator.