This is a known issue. As a workaround, shadowing of member functions defined out-of-line can be performed after also redefining the class, i.e.
[cling]$ class F { private: void f(); };
[cling]$ void F::f() { int c = 1; }
[cling]$ class F { private: void f(); };
[cling]$ void F::f() { int c = 1; /* ... */ }
In any case, my plans are to use some spare time this year to improve redefinition support…