There are some stickies at the top of this forum that are wonderful resources. Look at this one: http://neurotalk.psychcentral.com/thread1872.html

And yes, I do know someone who has had random nerve pains and who has gluten sensitivity, but it may be a secondary effect. For example inflammation in general can lead to arthritic degeneration leading to nerve pain from impingement on spinal nerves. I know the person went to an orthopedist and now uses chiropractic and massage therapy and sees a rheumatologist, and an integrative MD, and is now on supplements to help with the inflammatory condition.

Then, there is also the possibility that there are vitamin/mineral insufficiencies, so those should be looked into as well.