How can I make climbing shoes less painful?

For me, the best way to break them in faster and to make them less painful was to just wear them. The more I wore them, the softer they became. One thing that really helps is to heat them up a little bit before putting them on with a small heater or fan, just enough to soften the rubber a little bit, not too much though to not damage the shoes.

Another thing that really helps and that is very simple to do is to just bend, twist, and fold the shoes for a minute or two. This really softens up the rubber and makes it much easier to put on and less painful to wear.