I also suffered from peripheral neuropathy which started gradually after I was diagnosed with PMR and was taking Prednisone, starting at 20 mg a day. The symptoms were pretty much limited to tingling in my feet and increased both in severity and duration after about 3 months on prednisone. I would not say they were ever painful but they did disrupt my sleep. So, I started a research effort to find remedies or solutions on the internet.
Without cataloging all of the various ideas let me cut to the chase by saying that B12 is the key to dealing with this problem. One way to get more B12 is to take oral supplements which are widely available without a prescription but the body does not absorb B12 very well and you could probably take massive doses of the pill which is dissolved under the tongue but not notice any difference in symptoms. The key is to administer the B12 by injection which does require a prescription. There are two ways of doing this. The first is to have injections in the hip or shoulder but this requires another person to do the injection which is not a big deal but many spouses might be squeamish. The second way is to inject it yourself in an area near the belly button. This method requires a much shorter needle. Since I have been injecting myself with methotrexate weekly adding this injection was simple for me.
I have been taking bi-weekly injections of 1000 and my symptoms have totally disappeared in a short period of three months. I expect to continue these injections until I am off prednisone.
I feel compelled to add a side note which has nothing to do with peripheral neuropathy and that is that most of the problems or side effects of methotrexate disappear if you inject the MTX rather than take it in pill form.