What is the best way to decrease nerve pain while it is happening?

Cool it down: The sensation of pain is more or less a chemical reaction. If you apply cool compresses it slows pain impulses & can help.If you apply heat it intensifies them. This is often a good initial treatment until an oral medication can take effect.

It really depends on the cause of the nerve pain. For example- if there is an inflammatory component, pursuing anti-inflammatory treatments from simple ice all the way through regenerative Biologics like exosomes are worth considering.