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The phrase to shock the bourgeois means: to shake or shock traditional ethical and/or artistic middle-class attitudes.
—Synonym: épater le(s) bourgeois.

The phrase to shock the bourgeois originally occurred in French contexts, perhaps as a loan translation from French choquer le(s) bourgeois.

(However, in quotation 2.2 below, the English verb shock translates the French verb ébouriffer, not choquer.)

The earliest occurrences of the French phrase choquer le(s) bourgeois that I have found are as follows, in chronological order:

1.1-: From Histoire de la ville de Gisors (Gisors: Lapierre, 1858), by P.-F.-D. Hersan [page 239]—the following is from a comment on an incorrect Latin inscription that an inhabitant of Gisors had inscribed on the front of his house:

Sa grossière bévue […] choque le bourgeois, le bon sens et la vue.
     translation:
His crass blunder […] shocks the bourgeois, common sense and sight.

1.2-: From a letter that ‘un bon bourgeois’ wrote about a portrait painted by an artist called Mignien—letter published in the Journal de Roanne (Roanne, Loire, France) of Sunday 5^th December 1880 [page 2, column 3]:

M. Mignien […] fera bien aussi de se défier de cette brusquerie du maestro qui, si elle plaît à tout exécutant, à tout amateur, choque le bourgeois qui généralement ne voit dans un portrait pas autre chose que la ressemblance.
     translation:
Mr. Mignien […] will do well, too, to be wary of this maestro’s brusqueness which, while it appeals to every executant, to every amateur, shocks the bourgeois who usually looks for nothing but likeness in a portrait.

These are, in chronological order, the earliest occurrences of the phrase to shock the bourgeois that I have found:

2.1-: From Notes from Paris, by the French journalist and author Edmond About (1828-1885), published in The Athenæum: Journal of Literature, Science, the Fine Arts, Music, and the Drama (London, England) of Saturday 23^rd May 1874 [page 698, column 3]—the following is about the French poet Maurice Bouchor (1855-1929), who had just published Les Chansons joyeuses:

There is a leaven of Bohemianism below all this, but Bohemianism is a malady of youth, like the small-pox. Those who do not die of it, get quit of it soon; their ability remains. M. Bouchoir [sic] sometimes, in his juvenile fanfaronnades, catches the superb grace and freedom of Courier ¹ and Musset ² at twenty. France has a specialty in these precocious roués, these innocent débauchés, these drinkers in imagination, who shock the bourgeois by a thousand Platonic abominations.

¹ Paul Louis Courier (1772-1825) was a French Hellenist and political pamphleteer.
² Alfred de Musset (1810-1857) was a French Romantic poet and playwright.

2.2-: From Amiel’s Journal: The Journal Intime of Henri-Frédéric Amiel (London and New York: Macmillan and Co., 1885), by the Swiss philosopher, poet and professor Henri-Frédéric Amiel (1821-1881)—translation by the British novelist Mary Augusta Ward (née Arnold – 1851-1920) [5^th April 1864, page 146]:

Victor Cherbuliez ³ is a little like Proudhon ⁴ and plays with paradoxes, to shock the bourgeois. Thus he amuses himself with running down Luther and the Reformation in favour of the Renaissance.

³ Victor Cherbuliez (1829-1899) was a Swiss-French novelist and literary critic.
⁴ Pierre-Joseph Proudhon (1809-1865) was a French philosopher and social thinker.

In the original French text, Henri-Frédéric Amiel used the verb ébouriffer, meaning, literally, to ruffle, and, figuratively to astound—the following is from Henri-Frédéric Amiel: Fragments d’un journal intime (Genève: Georg & Co., 1908) [5 avril 1864, page 195]:

Victor Cherbuliez ressemble un peu à Proudhon et jongle avec les antinomies pour ébouriffer le bourgeois. Ainsi il s’amuse à persifler Luther et la Réforme en faveur de la Renaissance.

2.3-: From a special correspondence from Paris, France, dated Thursday 18^th March 1886, by ‘Tout Paris’, published in The Times-Democrat (New Orleans, Louisiana, USA) of Sunday 4^th April 1886 [page 5, column 1]—Édouard Manet (1832-1883) was a French painter:

I was in Manet’s studio one day not many years ago. He was painting a lion-killer in the desert. He had painted the desert a cheerful but monotonous violet, and was proceeding to add the stump of an oak tree to his composition (an oak in mid-Sahara!) when a by-stander timidly suggested to him that the color of his desert might shock the bourgeois. “What will you?” jauntily replied Manet, putting another coat of violet on in sheer defiance. “I see sand like that!” As a matter of fact the sand he saw was “all in his eye.” The picture went in and some people admired it. Well, well. Poor Manet has gone to a world where the bourgeois will not trouble him, let us hope.