FYI, here is a Walmart add for Penetrex that indicates that it helps with Neuropathy. I have not tried it as Im testing another recommended product for now, with limited success.
I have been seeking pain relief from IPN for over 10 years and recently purchased a product called Frankincense Intensive foot Therapy lotion. It has a rather spicy odor that you get used to and it seems to calm the burning for a few hours, however, I wake up with the burning sensation every night about 3:00 am, in both feet. I also have recently been experiencing sciatica pain in left leg. I tried the same lotion but does not help sciatica.

One thing that has helped both PN and Sciatica is Prosage Nano percussion massager. http://www.EVERTONEPROSAGE.COM. I use the round foam head and run it up and down feet top and bottom and around sides. I think it confuses the nerve function and relieves the pain as well as helps muscles relax so that tight/restrictive feeling goes away. Relief lasts for an hour or so, if Im awake on a recliner, watching TV. Its great in the morning when my feet are on fire and very stiff. The massager is wireless and very portable so you can take it with you in car or have it near by around the house. USB charge overnight or an hour or two.

For sciatica pain, I press it hard against leg and it rattles the heck out of your whole body. You have to be careful around neck and would never use on head. Otherwise its a great pain tool.
Hope this is helpful info. Rick B.