I can understand the embarrassment, its okay. To this day I don't think I can put on lip stick without feeling 5 years old.
I have never seen makeup specifically for a guy (tho not saying it doesn't exist) altho makeup for costume stuff/theater stuff seemed more unisex to me.
If you decided to buy/try some to experiment with, I would recommend 3 things,
1 test out on part of your arm for allergic reactions because yeah they can do that even stuff like eye liner. You don't want to wait until con and then have a reaction to it.
2 keep your skin type in mind, ie dry/oily? Cuz some are made to help skin types.
3 If you have a pimple/sore/cut on your skin putting makeup on it is a great way to get it infected/irritated and potentially cross contaminate into the makeup container. You know how they say you shouldn't touch your eyes with out washing your hands first? Same applies to makeup. So if you get something like that I would recommend avoid makeup on it and letting it heal. Altho if during the con weekend I can understand not following this. I had a coworker who would wear thick makeup to cover pimples and they would get really icky.
So hope this helps.