Magnets worked the best for me, i made up 2 patches with 4 strong magnets in each, magnets placed down on the tops of my feet in opposite poles [ so they don't slam together ] taped them on with strapping tape and left on for about 3 months straight 24/7, only took them off for bathing.
They give me a lot of burning relief, although i can't prove it, i am certain they played a good part in helping my small nerve's repair, as at the end of that 3 months trial my burning was a lot less, but my nerve's were not being attacked anymore as i had my prediabetic state way under control.

Before that, i used a device like a small TENS machine that definatly did help
whilst using it and give relief for some time after as well, but i wasn't satisfied with that at the time, that is why i thought of magnets left on all the time, giving permanant increased blood circlation and all the goodies that come with that.

I tried the magnets on the soles of my feet first, with foam padding and all that jazz which did not do a thing, i only benefited with them on the tops of my feet only.
my 2 cents worth
Brian