As long as he keeps all of the characters female, probably very few.
I don't think he's ever made a statement saying that the characters are lesbians in the first place, and several characters have already made comments displaying at least passing interest in the male gender. So saying that "Reimu isn't a lesbian," for instance, wouldn't really shock most Touhou fans.
It has been said that ZUN has stated several touhous do in fact have boyfriends, they just aren't important enough to have been mentioned. Also a comment by Reimu in silent sinner in blue has an implication of her interests.
Also, fanon =/= canon
- Whaaaaaaaat? Where the (heck) did he say that several touhous have boyfriends? Proof, or no deal.
^Proof. See Chapter 1, page 21.