Benfotiamine.
That supplement saved my life. It has been the sole thing to help the burning in my toes/feet.
I still take lots of other supplements but benfotiamine is still what controls the burning. When I have flare ups I can take extra does of benfotiamine and notice rapid results. M.I.R.A.C.L.E.
Exercise irritates my feet and when I take my tennis shoes off my toes are flaming red and hot so I have flare ups. If I quit the exercise then I wouldn't have near the flare ups, but I cant quit that lol.
Anyway, I highly suggest trying it. Of course, everyone is different, and what works for one may not work for the other, but it's a miracle for me.
Edit to add:
Before I found benfotiamine, when I was having a horrid episode I would take a pair of socks, wet them in cold water and put them on. It helped ALOT.
Burning pain is the WORST for me. Use to be even a sheet touching my toes would hurt. Also epsom salt baths in warm (not hot) water helped, even though it didnt feel good putting in warm water, it does help.