Personally, here's what I do. And it works goddamn wonders.
I come from a LOOOOOOONG history of ballet. Been doing it since I was 3, and I went en pointe when I was 8. As a result, I have so much nerve damage, it's not even funny.
In my Bordellos, and certain other styles - I noticed that same horrific foot pain with the closed-toe styles. I got a wild hair up my ass and decided, "This sucks. These hurt - GOD, these fuckers hurt just like my pointe...shoes...OH MY GOD!!!!" So, I ran and got my pointe shoe pads and stuck them in the toe of the shoe.
Works like a CHARM. They're a little tighter now, obviously - but once you walk in them for a couple of minutes, the gel adjusts and squishes to make you nice and comfy. Seriously, it's fucking AMAZING.
The brand I use is called "Ouch Pouch"
http://www.bunheads.com/gel/OuchPouch.html . They also have these things called "Jelly Toes" which are great for if you have a section of shoe that just frigging murders one of your toes - pads it really nicely. Looks sort of like a band-aid. Wouldn't recommend this if you have foot fetish cutomers or regulars, but otherwise guys won't likely notice in an open-toed shoe. "Jelly Tips" ROCK for closed-toe shoes.
You CAN cut the Ouch Pouches without gel getting everywhere - but I wouldn't recommend it without sewing over the seam. Hand sew with embroidery thread or something similar, it keeps everything in place. STAY AWAY FROM THE PRO PADS! They have no gel under the foot, which is great for ballet (us ballerinas love to "feel the floor") but not so hot for strippers. Fuck the floor.
Hopefully this helps a couple of you out!
PS: I also tend to use my "Space Pack", also on the site, when I'm not in my heels or pointe shoes. I use them during regular walking around the house or when I wear flats - it really helps with toe and joint pain in my feet. Realigns everything properly.

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