Many things. First of all it is important to get a good physical examination to confirm the diagnosis of piriformis syndrome. A physiatrist is probably best for this. If it is piriformis syndrome, specific stretching exercises are helpful and then sometimes we will inject the piriformis muscle directly with local anesthetic and cortisone. Sometimes it needs to be done more than once.
Find a cause. By treating an underlying cause of postural abnormality. Piriformis pain is an effect of pelvic imbalance either due to short leg syndrome or unequal muscle tone in the spine or pelvis. This can be done with heel lifts. You need a good thorough physical exam by someone who understands postural biomechanics. You need osteopathic doctor who actively uses manual skills to diagnose and treat disease.
Piriformis. Heat and/or ice applications. Specific exercises given you by the therapist. Avoid lifting and activity that irritates the pain. A therapist can use ultrasound, or electrical stimulation (tens) or light therapy.