Heavy or Double soled shoes should be addresed by the sales person selling you the shoes. A sole of this kind should be "broken" before the shoe is tried on. This is simply done by placing the shoe on a solid surface, pulling back the tongue and inserting your fist to the footbed at where the ball of the foot would land. Now lift the toe back a few times to simulate the flex at that point. Never just hold the shoe in your hands and flex without putting your hand inside for this could force the shoe to break in an inappropriate spot. You might still experience some heel lift after performing this task but it will minimal to what you will encounter if it is not performed.
Please No. If a shoe salesman ever did that to my shoe he would be my ex shoe salesman.
PS: leather is a natural organic material. It will (and needs to) stretch slightly to completely conform to your foot. Different manufacturers use leathers that will stretch slightly differently. What works for my foot may not work for yours. I wear (and walk with) new shoes in the house on the carpet for a couple of hours initially. Than I let the shoe relax. The next wearing I will pick a 4-5 hour period I can wear the shoes without heroic walking. After that they can last the day. However I don't know that I have a shoe I have bought in the last 2 years that is really completely broken in. I suppose that I don't get more than 6-8 wearings/year out of my better shoes. As I put on one of the older pair (that may have fit a bit tight during the last wearing) I am amazed at how they are now much more comfortable.
If you want shoes that needn't be broken in you could do an aluminum or wood mold of your foot and away you go. That would not/could not stretch and should fit you immediately to be a proper fit.