Yes I do as a matter of fact, and I've got no shame about it. I find T very physically attractive, and a fantasy like that is pretty typical for me about people I feel physical attraction to.
I'd never bring it up to T as long as she's my T, but would have no problem discussing it if she asked me about my attraction... Which I'm positive she senses.
What I would have a difficult time discussing is the emotional attachment, which I consider a very separate subject from physical attraction.