hmm interesting question... i wont go too far into detail w each but if you So Crave elaboration... i will elaborate

Scout - ima be a little funny w this one... size differences and humiliation. he'd really like having a really tall/heavier dom to overpower his scrawny ass, and he'd be totally ashamed of it too cause he's always talking himself up as if he's such hot shit. meanwhile, in his dumb, depraved mind, he secretly wants to be put in his place after all that shittalking.

Soldier - He wouldn't be ashamed of it per say, but he would be too specific to want to explain it to anyone else; Soldier would be into sensory deprivation. Blindfolds and tight bondage helps him focus on the sounds instead of the sight of his partner, and the bondage helps him focus on how his body itself feels rather than getting touchy with his hands.

Pyro - This person would not be ashamed of any of their kinks. Period. They are loud and proud and have no problems sharing the many of them with anyone who's willing to try.

Demoman - Also wouldn't be shameful of much, but he would feel a little silly for being SO into dirty talk. Literally always swooning over his partner, whether its sweet nothings, or the most disgusting phrases, he loves whispering them all to his lover, to the point where sometimes he can be a bit much.

Heavy - In a similar vain to Scout, he's ashamed that he'd let some of these "leetol baby men" overtake him in bed. He knows he could easily body them and flip the script, but he'd like to lay and take whatever they'd have to offer, and that'd put a bit of a burn on his cheeks.

Engineer - He'd be so stupidly ashamed of the fact that he's a somnophiliac. A receiving somno. He would love to fall into a deep sleep knowing that when he wakes up, he'd be sore and all used up, not knowing for the life of him how his body was used. (He'd also be insanely ashamed of being into beastiality but I'm personally not rly into it so I'm not getting into the deets)

Medic - He'd be into body writing, but would feel ashamed once he actually sees his own body being written on. Shaking in front of a mirror after having been used, with all sorts of nasty things written on his sensitive areas of his body...

Sniper - He'd be a little shameful of his choking kink. Not at all when he's choking someone else, but when he wants to be choked himself, he wants to go until he blacks out, comes to, and then all over again. He'd be stupidly into it, practically drooling at his partner's feet for them to do it again.

Spy - I feel like Spy wouldn't be very shameful of much either, but in a similar vain to Engineer, he'd be a somnophiliac too, though he's on the giving end. He would feel shame burning at his heart as he violates that still, non-moving, unconscious body, but it'd also give him such a rush.