Haglund's deformity is a natural strengthening point in the heel bone which grows in response to a short or tight Achille's tendon. (Walking is great, but stretch before starting). How deep is it? Get some chiropodists' felt of that thickness or greater, usually we are talking about 5millimetres, cut a hole in the felt to the size of the Haglund's and stick (usually has a peel off sticky side) into the inner heel cup of the shoe, so the Haglund's is surrounded and protected.
I agree with Laurie that Zapateros (cobblers, shoe repairers) in Spain are some of the world's best, and obliging, they will do it while you go and have a coffee. Also, somewhat south of the Camino, there are whole villages that do nothing but make handbags and shoes. Ubrique, above Granada, worth a visit. And, I, as a podiatrist and leatherworker, have covered many orthotic inserts in leather to make them last, and for the comfort of leather.
As a podiatrist, I recommend a thin pair of socks under a thick pair of socks to disperse friction.