I am not sure what the answer to your question is, but I think you better take another look at your sentences.
Re:
- High heels clattering on the pavement, the angry women marched toward the mayor's office.
Try:
- Her high heels clattering on the pavement, the angry women marched toward the mayor's office.
Re:
- (With) their high heels clattering on the pavement, the angry woman marched toward the mayor's office.
Try:
- Their high heels clattering on the pavement, the angry women marched toward the mayor's office.
What do you think?
:)