I’ve worn pumps with 4, 5 and 6 inch heels and haven’t had a problem with my heels slipping out of the shoes as I’ve walked. I wear a size 12. All of my shoes are made buy Pleaser. The shoes fit well, snug but not too tight. I kept trying on shoes until I found ones that felt good on my feet.
Jocelyn makes a good point about taking short strides. I keep my stride short and put one foot directly in front of the other with each step. I started doing that to make my hips sway as I walk, but I can see how it would help keep my heels from slipping out of the shoes.