Frankly, there's no single solution that applies to all people.
That being said, when I was shy, I kinda just "ripped the band-aid off", kept getting into embarrassing situations until they stopped affecting me as much.
Initially, as you can imagine, I had a lot of sleepless nights thinking of all the painfully embarrassing moments, but over time it just started turning into confidence.
It boils down to exposure therapy, it did work in my case. There's always room for improvement however.
If you're hoping to find an easier method, I don't think there is one, but good luck either way.