If the doctor doesn't want to give you pain killers then that just leaves you in natural remedy land.
Have you tried supplementing with r-alpha lipoic acid, and/or acetyl l-carnitine, which some research shows can help reduce this type of pain?
A few suggestions in a google search, show ginger as a potential pain killer for this, and cayenne pepper. Others suggest increasing your vitamin c intake to protect your nerves, with more fruit and veg.
I was reading yesterday how strawberries reduced neurotoxicity, and helped reduce oxidative stress, the phytonutrients in them, called anthocyanins, have a neuroprotective effect. That could be a quite pleasant way to try and improve things. Other fruits, and red collared vegetables contain these too, but strawberries are very effective.
It might be worth googling peripheral neuropathy pain natural remedies, which won't give you a remedy, but might offer advice on foods that can act as pain killers. Many medicines are derived from food, and some foods do contain nutrients that are good for the body, in specific ways.