I was knitting with cotton yarn on tiny needles (not a good plan!) and found I was having to push a LOT with my fingers. What I did was go to the office supply store and buy some of those rubber thingies that you use to sort papers....sort of a little fingertip cover. Mine were "knobby" so I turned them inside out, and found they worked great. They were only just under $1 for a set of 6.
I also found I developed a bit of a callous, and also that after a time, and with the right yarn/needle combination, it isn't an ongoing problem.