I have numb feet and I get the icy-hot sensation too. My have been pretty much numb (in both feet) since last spring's flare. I get the icy-hot sensation most afternoons after working on my feet all day. I call it my bengay-boots lol. I am aware of it and it can be quite prounounced but I just ignore it. Walking or moving my feet does nothing for me. It seems totally unrelated to circulation for me and purely a nerve sensation thing. I have symptoms that bother me a lot more so this one is one I just ignore.
I too have heard that neurontin can help with this. However, I have never tried it. I hope you find some relief soon for this one. I am sorry it causes you so much grief. Believe it or not, I have also had some say that cymbalta helps with this one. Good luck.
Love and prayers,