I recommend not telling them outright that you overheard them, but subtly suggesting it if you get a chance. Be the bigger person, but comment that you're worried about your image, and use their own words as examples of things you're worried about. Also, make sure to comment how glad you are that you can trust them to be upfront and honest, and not talk about you behind your back.
I was in the bathroom in my dorm room once when my roommate came back with her friends. She started talking about me just as I was finishing, so I washed up and walked out, smiling and greeting her as if I hadn't heard her, even though I obviously had. The look on her face was priceless - the entire group quickly moved to someone else's room.