Ok, so I was talking to my MOH and she had an interesting idea. Since most of our close friends are gay males, would it be appropriate if I invited them? I would imagine it would be ok but I don't know the traditions behind it for making it all female.

You don't say what you are inviting them too...I assume since you said traditionally all female you are talking about a bridal shower. Either way, there is nothing wrong with inviting gay males to any of your festivities. Showers today are more likely to be co-ed than not. Times have changed...invite who you want there.