Should a woman lie to avoid making her male partner feel shame about sexual performance?

No: Sex is a primal form of communication. Lying will come back to haunt you in the worst way. If the relationship is important talk about it , preferably outside of the bedroom.

Not if relationship: Gender & sex are not the issue; communication is. If your partner is doing something you don't like, or not doing something you want, how can things ever improve if you don't let them know? Key, especially when talking about sexual performance, is to be honest and supportive: compliment what you do enjoy, encourage what you want more of, & suggest alternatives when something isn't working for you.

Shame: Can the woman deal with living with what amounts to a lie? Oftentimes, people far wiser than I believe that living a lie is worse than telling one. Be honest with him, communicate more fully, verbalize feelings of shame and any others and do NOT be shy about seeking professional help It's out there, believe me.