Or, you could just do the far simpler thing suggested by others: take your gym bag into the toilet stall with you, transfer the gun to the gym bag, and lock the bag in the locker. All those other "or you coulds" just complicate a simple procedure and open you up to a bigger risk of liability. Just bag it in the toilet stall and be done with it. Reverse the procedure on leaving.
I really don't see why this has to be so complicated.
