Helium would leak out over time. Keeping it in the shoes for an extended period of time (several years) would be difficult. Even hollow microspheres (ceramic, metal, or polymer) would leak over time. No, a refillable shoe may be the way to go. Use a balloon-liner with some reinforcing foam as your "tank." You could also sell the "refills" for a ton of money by making the sole require a special fitting. All the necessary valve-work could would also have to be light weight as well.