Yeah, a Belgian Shepherd should have no trouble accommodating an average person...

In your case, it sounds you just aren't into it that much. You should probably stop making yourself depressed about it if getting hair out of the way is a hurdle big enough to stop you... It's a dog, what did you expect? ;)

I admit I got lucky with mine and everything came very naturally, but I think there's also a way to introduce more... bashful dogs to sex so they see it can be pleasurable for both them and the human participant. You say she turns around to lick your finger. Lots of bitches do that. You could use her juices to smear your penis before she turns around. That way, she'll likely make the connection that penis = fun. I'm just giving a random example here. There are many other things you could try.

I don't know if it makes a big difference, or if it makes a difference at all.

It does a big difference. And the experience for the both of you will probably better if you use it.

And I'm no sexual expert, so I wouldn't even know what exactly to use.

Any water based lube will do. I use J-Lube. It was originally designed for use by vets... so you can't go wrong with it...

And I don't know about sex making our bond bigger. Sounds a little weird.

I also didn't really believe other people saying it before I adopted my girl, but it's true. If you get to the level where you no longer simply have sex but make love, you'll share a connection with your partner that is unmatched by anything else. This is true regardless of gender, orientation or even species in this case.

In any case, good luck to you.