I have this as well. It was the first sign that eventually led to my diagnosis of RSD/CRPS. My neuropathy was due to nerve injury, however, and isn't small fiber, so is likely different from yours.

What has worked for me:

*high thread count Egyptian cotton sheets
*Down alternative comforter (provides warmth but is very lightweight)
*Never EVER wearing jeans
*Very loose clothing (you can find some workout gear that works)
*I'm disabled so use a shower chair/adjustable shower head; the movable shower head allows me to keep the water from touching my leg (TORTURE!)
*Ceiling fan in room helps when I'm hot but is easily turned off when the breeze hurts
*Avoiding situations with crowds; people simply don't get it
*Using my wheelchair - people give me more space automatically because I'm in a chair; when they give me hugs, I lean forward to avoid their contacting my leg

I also have a compounded pain cream from my pain management doctor. You might want to look into that as well. I know it's extremely expensive but my insurance covers it thankfully. My insurance statements show that it's nearly $700/month, so not sure whether that's something that would be available to you, but it's worth asking.

I'm sorry to hear that you have this, and hope that you're able to discover some ways to deal with it. I know firsthand exactly how life-altering it can be.