People respect those who are honest and upfront. A simple, “my religion does not permit physical contact with members of the opposite gener” (or some variation you are comfortable with) is something people understand and respect.
The last “harrasment training” seminar I had to sit through made it pretty clear that any and all physical contact can be construed as harrasment and everyone was advised to avoid it at all costs, to the point where I work the only time you will ever see any contact is a handshake and that can be avoided using the statement above.
Just be consistent in whatever you do.