I can understand being embarassed but if he's your boyfriend and you're comfortable enough to stay together, it's also important to be comfortable enough to be human around him. The best thing to do to remove blood stains is washing the sheets in cold water and ensuring the stain is gone before you dry them. But if you can't take them off and wash them get a rag with cold water on it and some laundry soap (just a dab) and clean them by hand.
Looks like if they've been there a while, he'd be due to wash the sheets now anyway. Perhaps you could suggest washing them for him?