How would you state it? Are there alternatives?
If the expression does exist, where does it come from?
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You can't translate that figurative expression directly, word by word, into german. But in german, there's a similar expression with (IMHO) identical meaning:
Was würden Sie an meiner Stelle tun?
Was würdest Du an meiner Stelle tun?
It's a shortened form of
Was würden Sie tun, wenn Sie an meiner Stelle wären?
My choice of a German translation for "to be [walk, fit?] in someone's shoes" is "in jemandes Haut stecken". It preserves more of the idiomatic character of the original as opposed to "an jemandes Stelle sein".
But I think that "in someone's shoes" is more neutral: "In jemandes Haut stecken" is used mainly in a context, where the described situation would be at least a nuisance. "Stecken" in its intransitive form is very similar to "to stick".