Nice & congrats!
I thought that RL stopped the partnership with E.G. some time ago. Are these NOS shoes or what?
I think you should stay the same size. You mentioned that the other day, you had some minimal slippage / able to put off the shoe quite easily. Maybe adding one of those tonguepads (that adhesive sticker thing) can solve the issue of the shoe being slightly roomy.
This is honestly from my experience however. I veer as the perfect middle between a 9.5 D/E on the Brannock device. As a result, the 606 last, 82 last, 888 last, 64 last, 202 last, and 184 last have all been great on the same size.
They look a little big to be honest. Laces fully closed on the first wear isn't a great sign. Tongue pad may solve the issue but doesn't mean the fit is great. The waist and heel cup doesn't seem to cup your heel very well. Maybe a half size down and up a width? Just my thoughts, beautiful shoes.
That gap at the heel and on the side looks quite large. Seems a bit too big to be solved by a tongue pad. And if I can take my foot out of the shoe at any point when it's tied, it's a no go. Good luck though.
Maybe you can DIY the insole. Just cut off the heel portion with an exacto and see what happens.