Yes, our usual doctors see people most often so are likely to see and know the side effects. Listed in the common side effects of Prednisone on the Mayo Clinic page are "swelling of the fingers, hands, feet, or lower legs" and "pain in the back, ribs, arms, or legs".

Pain in the wrists and hands was accepted by my doctor as part of the initial PMR diagnosis because it came on suddenly along with the elbows, shoulders and knees. After a year on prednisone I've also developed metatarsalgia in the balls of my feet making it painful to walk. Not sure what to blame for that. The problems while taking prednisone seem to go on and on.