Not an "embarrassing PE moment" but a "PE teacher from hell story" -
Back in elementary school, we had PE once a week. Our teacher was this SOB who I suspect was frustrated that he couldn't get a full-time job... so he took it out on us.
Every gym class began with jogging, push-ups, more jogging, and situps. If he wasn't satisfied with the performance of even one kid, we had to do the whole set again. All of us. And he always played the same crappy music... to this day I cringe when I hear it.
I once got hit in the face with a basketball thrown with full force. Now that HURTS! And my glasses broke. So I did what any normal 7-year-old would do... I cried.

Did he send me to the nurse? NO... he made me sit outside the gym for the rest of the class, because "no one wants to see your ugly crying face."
We were supposed to remove any jewelry before going to gym. One day, one of my classmates had forgotten to take off her watch. So at the start of class, she said "Can I put my watch aside?" He said, "I don't know."

So she got up to put her watch aside, and he told her to sit back down because she hadn't been given permission to get up. Apparently he was fancying himself an English teacher, because he then told her that she should have said, "
May I get up?" and that by asking "Can..." she had really been asking "Do I have the physical ability to..." and he didn't know whether she did or not.
Thank the Lord we only had to deal with him once a week.