I think there's a societal concept that men aren't supposed to use sex toys and that impedes a lot of experimenting. Basically even though it has nothing to do with "needing help", men are supposed to get their needs filled by women and not need other sources of stimulation so that might be what you're struggling with.

(And if you're like me it almost feels like some kind of weird cheating. Seriously, it's the strangest psychological reaction I've ever had.)

Personally I think you'll just have to bite the bullet and order it. Just power through by willpower. That embarrassment is probably really ingrained and it'll take just jumping off the cliff to get past it.