Hiya - my reply probably isn't much help, however will watch yours with interest as i've been having high BG for a few weeks now and been getting a burning sensation in my hand next to my thumb and I thought the same, it could be connected to neuropathy, but was anticipating it would disappear once i'd bought my BG back down. However you sound fairly well controlled ?
Personally if I was you I would book into the docs and get this checked.