Heating pads help, just use low heat. I don't know if yours feel dry, itchy, or started to crack, but mine have been so I started using lanolin and that helps too.
Yes!!! Mine feel the same way, also when I go outside and it's really really cold out, they hurt so bad that they burn!!!!
Try using cotton wool and lukewarm water to clean the nipple.I think this can help soften and reduce the pain.