Is he shopping for shoes en femme, or in male mode? If he's shopping in male mode, part of his grumpiness could be due to the fact that he can't really enjoy the shopping--he has to be furtive, act like they aren't for him, etc., which really spoils the whole thing. He may be feeling resentful of all the GGs who are able to casually poke among the shoes and try on whatever they want. If he's en femme, then make sure you are at a store where you feel comfortable and can select the sizes on your own, and you don't have to rely on the sales person to bring you boxes of shoes and personally fit you. Payless, Kohls, DSW, Famous Footwear, Off Broadway--these stores are all user friendly, and have at least some selection in the larger sizes.
If he's not out shopping en femme at this time, is this a goal? If so, he will enjoy the shopping much more. Just make sure you are both comfortable with the store and the location. Best of luck, and it sounds like he's very lucky to have you.