Inflammatory disorder symptoms and conditions

I have had a severe case of polymyalgia rheumatica and was initially put on 60 mg of prednisone a day. It was wonderful! Within hours my pain level dropped almost in half. From there the pain has gradually improved even more. I went to 40 mg per day to 20 mg per day to 15 mg per day. Have been on the 15 mg for 2 months now and want off as soon as possible. Yes, I too have the moon face, camel hump, slight weight gain, nausea, digestive problems, cramps, depression, etc. Not fun! My question is - does anyone experience burning/stinging in their face, arms and legs from the prednisone? I wonder if it is the polymyalgia rheumatica or if this is a side effect from the steroid. Thanks for your comments.