I talked here about how neither gender is responsible for helping the other with their various neuroses. But I think a lot of us would like to, just from good-heartedness or because it's better for us too. I was going to do some guessing and asking as to how men can help women, but actually I know an awful lot more about how women can help men, so I decided to tackle that first. After writing my suggestions, though, I think all of them are actions that if women do them will help women with what I imagine are their most common neuroses as well. Note that lots of individuals do not suffer from these neuroses, please don't consider my listing them to be an accusation.
And to repeat, NONE of this is a woman's job. It's something she may want to think about out of kindness, or because it may improve the relationship, not a responsibility. It's all if and when you feel like it.
Here's the big one. Think about how he would react to you doing something sex-related. If you react differently, he's likely to feel the difference is because he is a man and men are gross. For example, if a naked man walks by his partner and opens his towel for her, he probably doesn't expect much response. That's why he pitches it to be comic. If a woman walks by her partner and opens her towel for him, she'd probably be pretty hurt if he sighed and rolled his eyes. He probably secretly wishes that he'd get the same kind of response he'd give her. They way I imagine this would help a woman is that the sigh and rolled eyes will buy her the chance to get back to what she was doing instead of a probably brief sexy contact. Is that what she wants most, or just what she's been trained to do?
Talk and do. About the best thing I ever heard of someone doing to help a man over his insecurities was what Rogue Bambi does; come up with dirty ideas on her own, all of which she's already decided are OK with her, and tell him about them. But, from my experience, I've gotta emphasize DO the stuff you propose which he also likes; talking about it and not doing it is the absolute pits, and will lead to him discounting your talk in the future. It's obvious how a woman's sex life will be improved by talking about what she wants.
Try to enjoy him more than your dignity. This is something I learned from the other side, in making my wife comfortable with cunnilingus, but I suspect women are trained in ways that make it much harder for them. Appreciation of your partner's actions, and perhaps especially his parts, has to be shown in ways that could be embarrassing, or else you're doing it wrong. (Or you have progressed beyond embarrassment.) The very culture that makes men neurotic also prepares them to be undignified. If anyone has any dignity during sex, they're doing it wrong, or they're dominating; and even if they're domming the dignity is extremely relative.