How would you state it? Are there alternatives?
If the expression does exist, where does it come from?
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".