Fairyfly,
Yes, I've been there; that's happened to me, too. My suggestion is this: don't try to incorporate your DH's "complete" transformation into your intimate games right way. See if it would put you both more at ease if you just started out with selected items of clothing in your loveplay, but with him remaining very much his own male self.
What may be happening, here (and I've had to think about this, myself), is that your DH "slips into" a different persona when he's fully made up and dressed; so much so, in fact, that he may subconsciously feel as though you were meeting "her" for the very first time (or just getting to know "her"). Maybe this is what's making him feel uncomfortable. So, go with some basic clothing (lingerie, whatever) at first and see what happens.
Above all, talk with each other; share your feelings about this. If he hesitates to do this, insist (while still providing a gentle, open atmosphere conducive to his opening up).
Enjoy yourselves, Fairyfly, and, above all, love yourselves.
Love,
CJ

