if someone is getting you embarassed , if you re feeling shy because of someone acting embarassing with you , you could say : MI METTI IN IMBARAZZO, but anyway it is also correct how you wrote above.
MI IMBARAZZI , it means ,again, you feel embarrassed or uncomfortable about how someone is acting with you
you could also hear : che imbarazzante!, quanto è imbarazzante!, che imbarazzo! meaning: how embarrassing!