I don't know Shaw or his works well enough to say that he belived in the natural moral law; my guess is that he didn't, not in the sense that Lewis and most other Christians do. But I think I can say he did believe in objective right and wrong. I base that on a (not very recent, I'm afraid) reading of several of his plays, especially _Mrs. Warren's Profession_ and _Widower's Houses_. Shaw expresses moral indignation at the mistreatment of the poor by the rich, and at the way people are content to villify the women who work in or operate bordellos while ignoring those whose unjust practices make prostitution seem like the only available option for some poor women.
Similarly, Heinlein expresses real moral indignation at injustice in many of his works. "Logic of Empire" was mentioned several times in this thread; colonial exploitation in _The Moon is a Harsh Mistress_, police brutality in _Between Planets_, slavery in _Citizen of the Galaxy_ also spring to mind in this context.
Seemingly neither Heinlein nor Shaw had the same epistemological basis for believing in right and wrong that Lewis had. I don't know enough to say what that basis was, in either case, except that neither of them is either Christian or materialist; they both seem to be some kind of supernaturalist not affiliated with a particular religion. I would be grateful if someone more familiar with Heinlein's (or Shaw's) nonfiction writing would comment on this.
Probably Lewis's tastes and desires were to a large extent shaped by his society's laws and customs. But I don't understand why it's so obvious to you that he made up the moral law to suit his tastes and desires. It's not obvious to me. Have you read his other nonfiction works besides _Mere Christianity_? Or other Christian philosophers and theologians besides Lewis (who was mainly a popularizer of moral theology)? It seems to me that he deliberately tried to leave out of _Mere Christianity_ whatever in his personal beliefs was not common to most or all other Christians.
Shaw, and Heinlein in quoting him, were, it seems, saying one of two things:
"The barbarian says X is morally wrong. In fact X is not morally wrong, but the barbarian thinks so because it is contrary to his tribe's customs, which he conflates with objective right and wrong."
or,
"The barbarian says X is morally wrong. We can translate this seemingly meaningless utterance as 'X is contrary to my tribe's customs', or 'I dislike X'."
(where X = royal incest in _Caesar and Cleopatra_, or some other controversial practice in _Glory Road_)
My argument is that Shaw and Heinlein probably did not intend the epigram in the second sense, because they seem (as evidenced by various other works) to believe in objective right and wrong. They would disagree with Lewis (and probably each other) about whether certain practices are right or wrong, and about why they are right or wrong; but all three of them are light-kalpas away from a moral relativist would would interpret the Shaw epigram in the second sense, denying that "right" and "wrong" mean anything objective.
(Lewis, in talking about British people who react to scanty dress as though it were as objectively wrong as fornication or adultery, might express himself very similarly to Shaw. I am quoting approximately from memory here - "A Victorian lady covered up in clothes, and a South Seas island girl wearing hardly any clothes, may be equally chaste or equally unchaste for all we can tell by their dress.")
G. B. Shaw: "Pardon him, Theodotus: he is a barbarian, and thinks that the customs of his tribe and island are the laws of nature."
David Goldfarb: "I also find it mildly amusing to call C.S. Lewis a "barbarian", which by the above he certainly was -- see for instance Mere Christianity."
It's been a while since I read _Caesar and Cleopatra_ so I don't recall the exact context of the quote - Julius Caesar referring to something silly the comic-relief Briton character (whose name I forget) has said, or I miss my guess. I think you're doing C.S. Lewis an injustice; he's better than a lot of other Christian authors at distingushing between British (or European) laws and customs, and the natural moral law - see for instance the discussion on modesty vs. chastity in _Mere Christianity_, or _The Abolition of Man_, or _The Discarded Image_. Or do you fault him for believing in an objective moral law at all? If so, Heinlein is "at fault" in the same general way though in different details. My impression is that Shaw also believed in objective right and wrong, though in a somewhat different way than Lewis or Heinlein; I think he's probably talking about confusing local customs with objective moral standards, rather than poking fun at all who aren't moral relativists.
adamsj: I agree that Heinlein's fantasy is overall better than his sf, though _The Moon is a Harsh Mistress_ is still his best single work.
I still haven't read _Friday_ - what I had heard about it was unfavorable, and the few Heinlein novels from that period I've read (_I will Fear No Evil_, _Farnham's Freehold_, _The Cat Who Walks Through Walls_) were so disappointing that I haven't bothered to read the other late novels yet. Comments on this thread have intrigued me, somewhat, but maybe not enough to rush out and read _Friday_.
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