Ok, now that I've watched it twice and my sides have recovered, I'll comment.

He almost appears to be setting a whole foot down at the same time but if you slow it down, you'll see that he's walking more heel-to-toe. That's the way to walk in heels. Heel-to-toe (except on stairs) and practice. A lot.

For my part, I'm most comfortable in heels around just 2" to 2.5". 3" heels are fine but not as easy on my feet. I used to like heels higher than 3" but nowadays, since diabetes has damaged the nerves in my feet, I'm clumsier in anything taller than 3.5" than I used to be.

I recommend that you get a pair of heels you're comfortable with and practice walking heel-to-toe; you'll go slowly at first but you'll speed up as you get used to it. Once you're walking normal speed in those heels you can move up to a taller heel.

Btw, those are NOT my heeled feet in my av there. I just cropped that out of a BDSM pic that I liked. I wish my feet were that small and graceful!