Use some nipple cream/lotion. I have used Lansinoh and it helped a ton. Also - it sounds odd, but allow your nipples to air out. I can't put a number on how long it took for my nipples to get used to being tugged on - but it does get better! I have an inverted nipple and really didn't ever use a nipple shield, just found it awkward to use.
I also use a nipple guard, i find my nipples hurt if Im too full...
Thanks ladies. I will try the coconut oil. I've been doing everything else - I guess I just have to wait another week for them to build up some toughness.
If you don't want to spend so much on lanolin, you can get coconut oil. It's working great and bonus is I can use it for other things...its great on wood too!
Usually the nipple guard makes it so they don't get so sore. I don't know if having inverted nipple would add to the sensitivity. For me the soreness went away around 3-4 weeks with all 3 of my babies. Applying lanolin to your nipples helps with some of the soreness. Also you can express some milk, rub it into your nipples and let them air dry.