Your sentence does not make sense. Meanings of hesitate: To be slow to act, speak, or decide. b. To pause in uncertainty; waver. 2. To be reluctant to do or say something Examples: I hesitate before I speak in French. You were hesitating before you knocked on my door. Right? She hesitated before she went in to see her boss.

Do you mean: I hesitate to say this but, "Was this not rude of you to leave the store without paying"

As for your question about whether it is possible to use the verb 'to hesitate' in the present continuous tense or not,the answer is yes you can use it in the right context as in: " I want to buy this pair of shoes, but I am hesitating." "I am hesitating between Prague and Paris,where should I spend my vacation?"

Actually, your sentence doesn't make sense either way. I'm not even sure what you're trying to say. I'm not sure if I'm being rude. I wonder if I'm being rude or not. I'm wondering if that's a bit rude. You can't use "hesitate" here.