I don't have any great advice. If you haven't asked yet, you might invite him along to Victoria's Secret with you, or an adult shop. Or if you feel comfortable, knowing the issues at hand, you might ask him what fantasies he has for just the two of you.
I don't think you have to keep initiating if he doesn't respond. At some point you need a reprieve from rejection. But, then you could fall into a place of never initiating even when the time is right.