Fee - I'm sure you are doing fine with the feeding, and there really are no problems using the nipple shield, especially if you are planning to take him off.
I second what FionaJill (too many Fiona's in this thread ) said regarding expressing first to soften up your breast a little. Just try by hand to milk a little off, it may only need to be 20-30mls and that should help your nipple and your attachment.
The other thing to consider is maybe if you want to try him without the shield, do it when he's really hungry so you know he will want the breast. If all else fails, you can just put the shield back on so that he can have that feed. I think the suggestion of cutting small amounts off over a few days is a great one, but the lactation consultant should be able to advise you exactly what to do.
Yes the avent shields run top to bottom so nose and chin are touching your skin.
Well done - You are doing a great job!