It's pretty common.  

Those of us who get them (not all of us do) call them cluster lumps.  They're actually swollen nerve ganglia and surrounding tissue.  Normally on the same side as the pain.  People get them to the left or right of C5, C7/T1, at the sphenopalatine ganglion at the base of the skull, on the roof of the mouth, or in one of several other places.  

You're right--massaging them doesn't help.  Having someone else massage them is REALLY painful.  (Personal experience.)  

Try ice wrapped in a sopping wet cloth, or a bag of frozen vegetables--the cold really does reduce the pain.

There was quite an extensive thread on here some time ago about them.  They're really pretty interesting--a part of the whole neurological perfect storm that is CH.

Best,

George

I've been noticing the same type of thing... I was starting to worry that I was having some other kind of problem.

Thanks for the explaination George.