I inadvertently caught my communications professor moonlighting at a Gentlemen's Club. She walked me to a private room after about 200 in dances. Some things happened. I walked into my Speech class two days later. There she was at the podium; calling roll for what would be the start of a four month semester.
I stopped by her office at the end of that day with a drop slip. She asked me why which surprised the shit out of me. I told her that I wouldn't be able to focus (in my head, I'm saying your thong is in the glove compartment of my car). I ended up taking the same course with a different professor in my last semester.
I guess it comes down to your comfort level. Your student has a job. Your just a patron at her workplace. Keep it to dances on your lap. Don't interact with her beyond her workplace or your own. That's about as professional as a relationship can be.