with burning as the primary symptom should try Thiamine or Benfotiamine
supplements for a month.

The thiamine needs to be 200mg to 300mg at least a day in divided doses.
The Benfotiamine (which is a special thiamine product), in 150 to 300mg daily.

Benfotiamine just came down in price and is now affordable, but still more expensive than plain thiamine which is about $5.00/month.

People who have errors in dehydrogenase enzymes get burning easily. Especially if certain foods are eaten, or certain drugs. (Flagyl is an example)
High carbohydrate intake requires more thiamine, and any alcohol consumption also needs it.

Burning can also be stimulated by MSG food additive, so check your labels and be careful of soups/stews, chinese food in restaurants. Accent food enhancer is MSG and added to alot foods we eat. The glutamate is very neuro-stimulatory.

I just switched to Benfotiamine recently to replace my thiamine and am very happy with it:

http://www.iherb.com/ProductDetails.aspx?c=1&pid=42

Benfotiamine has been used in Europe for diabetic neuropathies, with some success. A month's supply used to cost over $60 a month and was hard to find, now those days are gone!