I went just in case and ordered by the US size I usually wear and the entire forefoot of my foot fits and feels perfect with little space for my fingers yet. However the heel is a bit loose and when I take a step the heel starts to slip out but not completely. I can put my index finger between the heel and the shoe, but I think if I went down in shoe size my fingers would choke. After researching I found that the Dansko should have a free heel and your foot should come out a little while you take a step. I've only had them for a few days so I'll see if I can get used to them as the shoes are definitely comfortable when standing on my feet a lot. I know I could wear thicker socks, but most of my socks are thin and I don't want to buy a lot of thick socks just to compensate for heel slippage.
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