As a pegging virgin I would definitely recommend a gentle first experience even if you were interested in FemDom, there should be frequent check ins before moving forward in either speed/depth.
You can definitely have this experience here at Sheri’s and I would guess that any lady that does offer pegging would offer it without the FemDom aspect! It’s your party and you can have it anyway you like it!
As for bringing up pegging at the bar, what you could do is look through the ladies that offer pegging on their profile and email someone that particularly interests you who will be here when you plan to be here and set up an appointment to speak with her directly! That takes any guess work out of it so you don’t have to worry about it. That said, all the courtesans I’ve met here at Sheri’s are consummate professionals and we don’t kink shame around here! They may turn down your request because it isn’t a service they offer, but they wont act disgusted!