I have both Shimano mtb and road shoes. The road shoes are the heat moldable ones. I had the whole thing done at the LBS and owie. The innersoles were way too thick for me. I can't tolerate anything that makes my shoes feel tighter. I rode around with foot pain for a week, then went back and complained. She told me to take the inner soles out and ride with nothing, and then slowly ease into using them. I did not follow her advice. Instead I put the crumbling old innersoles from my Sidis in there (thinner than thin) as a temporary fix, and then got the extremely thin Superfeet liners for the shoes. They are perfect. While I appreciate the wider toe box of the Shimano shoes, I think the whole heat moldable thing is an expensive scam. The mtb shoes I use with the Frog pedals are not heat moldable, but had a major issue with metal pins sticking up through the sole and pressing on my feet. It was excruciating, the LBS thought I was crazy, but DH found the problem and fixed them. They, thankfully came with very thin liners.
Sometimes, I think I shouldn't wear socks. Even the thinnest ones bother me on long rides.