Since you shave in the shower, and I assume you wash up after the gym, try shaving after working out--much longer lasting smooth, IMO. Then wipe down with astringent, such as witch hazel. I'm also a big fan of 10% hydrocortizone lotion, not the creme formulation, before a non-oily after shave balm like Nivea Extreme mixed with some sunscreen, again, non-oily. You could be getting irritated skin from sweating right after shaving. Just a thought.