Communication is needed in your case..
You should ask him why is he keep asking you to wear high heels?
Is it because you're extra adorable with heels and he wants to show the world how gorgeous his girlfriend is?
Or maybe he is just asking for the sake of seeing..?

Tell him your feeling..tell him that heels hurt..and work something out..

My boyfriend loves seeing girls with high heels..the higher the better as it looks sexier...
When we just got together,he asked me why i don't wear heels..*i wear flats or pumps most of the times*
I told him it hurts and i am soo sick of heels due to my job..*I am working for events,so have to wrap myself really nicely while working*
And at the end he understood and i wear heels only when we're going to some classy places..or to match my dresses..

So..ya..communicate~~~~^^