Boyfriend’s best friend (27m) walked in on me (26f) in the shower . How should I proceed?

I've been with my bf (27m) for 2 years now and we have a close relationship with his best friend. Treat him like a brother. The best friend has a habit of showing up unexpectedly at our house, knocking, and simply walking in. He also has a key, so he can let himself in (in case of an emergency). On Sunday, I was in the shower when I heard a knock on the bathroom door. He said he came to pick up a package which was delivered to our house, but was for him (indeed we received a package for him), and was asking about it. I said to give me a minute, I would be right out, but he said he was in a hurry, opened the bathroom door and walked in. I was so shocked I just stood there soaking wet, completely frozen. I yelled at him to leave, but he just stood there for a good minute just staring. Didn't say a word. Then he left. I got dressed, walked out, but he was gone from the house, the package still waiting for him on the kitchen counter. I have not seen him since then. Idk if I should tell my bf, speak with the friend, or what to do, if anything at all.