Sorry you had such a rough go the first time around. Yes, aches and pains are common especially when working on something so small/tight and so deligently (just kept trying and wouldn't/couldn't put them down).
What material DPNs to use is really a matter of preference and will depend on what size you need to use (000-3), how tight/loose you knit and what yarn you are using. Some of those thinner yarns can be quite slippery, regardless of material (silk more so than wool), and will slide off those needle tips if you aren't careful.
You'll have to give some different DPNs a try but, I say stick with bamboo when using slippery yarns. Try metal/plastic DPNs with less slick yarns. Try to work a looser tension AND give yourself/fingers/wrists a break (stop knitting, knit different size/project) every once in a while (as hard as that may be