As you say, there may be sexual innuendo there, but not necessarily. Evidently, Robert Johnson got the expression from a blues by Kokomo Arnold - 'Sagefield Woman Blues' (Arnold recorded it in 1934). In turn, Elmore James took 'Dust My Broom' from Johnson. I have not heard Arnold's 'Sagefield Woman Blues'. Does anyone have a copy of the lyrics? It could shed some light on this.

--Stewie.