Do you think it could have anything to do with this, that talks about Vitamin B deficiencies? I've recently read several things like this so I did a search on google of "burning fingers vitamin". This is one that came up. 

This says too much of the vitamins can cause it as well.

http://www.drweil.com/drw/u/id/QAA349099

My husband has peripheral neuropathy because of permanent nerve damage from herniated disks and has had a few surgeries. The doctors have him taking neurontin. He ran out before his Rx came in the mail and hurt so badly he couldn't sleep. It really makes a big difference for him to take it.