What are my options if I have a high tolerance for pain medications and get migraines while I'm pregnant?

Nerve blocks. Even if oral opioids were indicated for the use of migraine headaches, I do not recommend the use of oral opioids while pregnant. Avoidance of triggers is usually the best bet. However, there are some nerve blocks, such as occipital nerve blocks that can be performed which may help with some of the symptoms of headache.
Using potent meds. The treatment of pregnant women for pain with opiates is always a challenging question. Treatment with opiates can be safe and effective in pregnant women as long as it is a treatment of last resort, and all other measures to treat the migraines with other pregnancy safe medications has failed.
Options are limited. Migraine is primarily a vascular phenomenon in the brain. There are a number of medications that are designed to help with the acute phase as well as the chronic phase of migraine headache, but these cannot be used during pregnancy. The best strategy is to identify and avoid migraine triggers such as bright lights, certain foods, etc. A dark and quiet room is probably the best during pregnancy.