I suspect a lot of these adult titles are coming from Cinemax which I'm getting for free right now as a new customer. Maybe I can have DISH turn off the Cinemax channels and that will eliminate the issue. Now that I think about it, even though I have the Cinemax channels locked, these same titles would still appear in the program guide - they just would require a password to view them. So I suspect I have the same problem on the program guide as well - it's just that those titles show up 24/7 in the on-demand listing whereas they only show up later at night in the program guide.
On DirecTV, when you put a parental control on NR/AO rated titles, they show up in the guide as "Blocked Title" but I haven't seen a similar capability yet on my hoppers.