I believe in non-chemical remedies myself, though pain killers do have their place in any good medicine chest they should be a last resort unless things are really bad.
Meditation works well. Especially if you can do the kind of meditation that lets you exercise the wings somehow. It builds up your 'wing' muscles and helps them hold their own weight, which of course means that they put less pressure on the 'actual' muscles of your body.
Massage is an excellent way of easing the pain from phantom limbs. Believe me a Pegasus knows these things.

All you would need would be a sensible, willing friend. You could try a hot oil massage, an aromatherapy massage or even a hot rock massage.
Explain to your friend that it is purely medicinal so they don't get the wrong idea.
You could also try passing it into a stone and then throwing the stone into the sea or a river/stream, or even burying it in the garden so that the stone releases the energy it absorbed and frees itself from the energy's influence.