Purchased sneakers and they fit fine except the back of them continues to slightly rub against back of heel & create blisters. How to stop this?

I purchased SAYE sneakers, and they are my exact size and only feel slightlyyyyy big. I usually wear super thin socks as to not get sweaty. I have to wear 2 pairs of socks (one thin, one thick) for them to feel like they fit well from the back & don't rub my heel, but then they feel too tight in the front. What do I do? They are not wide fit.

I really don't want to exchange them because it costs money to return and then it's possible the next size down will be too small. There's no way to check as they're all online. I love the look of the shoes though, so I'm conflicted. Ideas?