The desensitiser you spray on your cock also desensitises the recipient of your cock, not particularly a problem if you're shagging a prossie as she'll moan like she's been pounded by a jack hammer anyway, but not ideal in civvie street.
As a young man, although it wouldn't count as PE, i did hope to make it last longer, and I read (in a book or magazine, it was way before the internet) that nipping the head of your cock just when you think you're going to cum knocks you back and that was a technique I employed when I thought I was getting too excited.
Obviously the "problem" is part mental and part physical, I can cum much quicker with the OH than I can with an SP that I'm living out some fantasy with for some reason, an old work colleague was worried he was cumming too quickly back in the 1980s when I'd just started work, his wife had moaned about it and was less receptive to his advances because of it, he found an add in some old jazz mag for delaying spray, ordered and a week later it arrived, he came to work bouncing as he was on a definite promise that night having not had sex for a month, the next day he comes in crestfallen, he was that excited about getting it and what a stud he was going to be that he only lasted two pumps, obviously young men have wet dreams with very little physical stimulation, so the spray isn't necessarily the answer.
I think you need more practice, have a tug before you go or book a longer session, have a good thrash for 5 minutes and lose your first load the take your time with the second or third. I find that if I do think I'm going to cum I ask them to stop or change position, just something to take your mind off it for a second.