I endure the examination once a year and I think my Doctor suffers more nerves than me, mind you he is in his late seventies and his hands are not as steady. As you say its very important for us men to get over the embarrassment, grit your teeth, I do that anyway during the examination , and look after ourselves. The first time I had it my Doctor was a young African woman who I had great trust in and she put me at ease and relaxed.
My older brother had it and luckily it was caught early and dealt with, so even more reason why I`m on my guard. (thats what the Doc does when its finished)