I’m with you girl – nothing like a nice 4-5” heel! I too am miserably in-between sizes, an 11 too loose, a 10 often too tight but I always lean towards the tight side to avoid the very issue you’re experiencing.
I’ve had some success with ‘gel heel pads’ for heels that were slightly too big for me, and as Andi suggests, some combination of heel pad and insole inserts might work best for you. The heel pads I’ve used before were sold as items targeting relief from bone spurs and plantar fasciitis so you may need to look more in the medical devices areas for them? They are easy to get here in the US and I have to believe equally so in the UK?
The other thing I did was to invest in a proper pair of shoe stretchers made specifically for high heels. They don’t work well on all shoes but depending on the material, I can usually stretch my 10’s to a 10.25-10.5 without a lot of issue. Fair warning though, some of the shiny patent finishes don’t take kindly to stretching, so if you go that route and have shoes like that – use caution!
Good luck on your quest, and I bet you do indeed look amazing in them!