I would say that Figure Choice is the dependent variable, Gender is the independent variable, and Estimated BMI is a covariate.

An ANOVA would work fine here - you would have a categorical independent variable (Gender), a scale-type dependent variable (Figure Choice), and a covariate (Estimated BMI).

Just one comment/question -

I assume that the figures that vary on SHR don't vary at all on WHR (or very little), and vice-versa?

If they did, that could potentially cloud the results (i.e., for Gender = male, is it the WHR, or a linear combination of WHR + SHR?)