Praying with Tayammum due to feeling embarrassed about performing Ghusl
It is not permissible for a Muslim to
offer Salah while they are Junub, as a result of a wet dream or otherwise, until they perform Ghusl. This is because Allah (Exalted be He) says:
If you are in a state of Janâba (i.e. after a sexual discharge), purify yourselves (bathe your whole body).
Tayammum will not count as valid if water is available and the person has no difficulty in using it. Embarrassment is not an excuse that allows Tayammum. The fact that you led people in Salah while you are Junub is a great mistake. Your Salah is invalid, as you offered it while knowing that you are not Tahir (ritually pure). You should repent to Allah and repeat this Salah. As for the Ma'mums (people being led by an Imam in Prayer), if they knew this fact only after Salah, their Salah is valid.May Allah grant us success. May peace and blessings be upon our Prophet Muhammad, his family, and Companions.