Guilt and shame are poison to CD’s and the cause of many purges and lost dollars. When you can learn to accept yourself then it will begin to ease and go away.
Your wife reluctantly agreed to letting you dress in private so you should take advantage of that and while not dressing in front of her, you should let her see how relaxing it makes you feel.
It takes a lot of time for SO’s to adjust to our lifestyle and its scary when first coming out but don’t let this opportunity pass. If you give up then you may not get a second chance. If you’re too nervous then only dress for a short session then put your stuff away and try to calm down. The cat is out of the bag and that was the hard part. It gets easier for the both of you as time goes on and she sees you’re the same man she married, difference is, now you need a little private time to relieve stress and it sounds like you need it. Good luck.