I don't know, just the idea of Sanji liking men has always seemed really wierd. Zoro I can believe pretty easily … Sanji willfully choosing Zoro or Usopp over a woman just seems like the stretch of the century.
Yeah, it is funny how the most "sexually-oriented" character in "One Piece" (Sanji) is made to swing in such an opposite direction in doujinshi, whereas Zoro, whose orientation is more ambiguous (he worships Kuina, but is hostile to other females), seems to get all the best "straight" roles in doujinshi (Wave, Hide and Seek, Watermelon, etc.) And even in the yaoi stuff, Zoro is portrayed as the dominating "male" (because he's beefy and aggressive) – while Sanji is dipicted as the man-crazy "female" (because he cooks and cleans and is sensitive to other people's feelings).
One exception to that typical yaoi formula is Saruya Hachi's doujinshi, where Sanji and Zoro prey upon each other like the main characters from "Spy vs. Spy" -- neither one is the "male" for more than an episode, and the fun is not in the smut itself, but in the cleverness of their strategies for dominating each other. It's basically just taking their ongoing "Alpha battle" from the manga, and amping it up a bit with sexuality. In Hachimaru's stories, Sanji is still shown as being love-struck with Nami (and with women in general), but he's also shown sleeping with Zoro -- not so much out of love, as out of a strong desire to control him, humiliate him, and alleviate boredom.
Wild, huh?
That may be why Hachi is one of the most popular yaoi artists out there, because Hachi's characters are truer to the characters in "One Piece" than most other doujinshi are. Well, that and the fact that Hachi's art is so similar to Oda's. [Many "bonus materials" that you find on bootlegged copies of "One Piece" scanlations are actually Hachi's doujinshi, not Oda's omake!].