Hearing aids require time to adjust but you should not be feeling your ears and head, for goodness sake, hurt. You’re going to have to try different domes for starters. In my case the first aids I trialed had domes that were a pretty good fit, so I noticed them at first but by no means were they painful. Eventually I got to the point where I don’t notice them most of the time.
Below is a link to Dr Cliff, well known here as a YouTube hearing aid guru (and practicing audiologist). That video is specifically about adjusting to hearing aids. You’ll find he has tons of videos, many of them reviews about specific brands, that may answer some other questions.
One thing he emphasizes is that the quality of the audiologist is the most important thing. I don’t know what your situation is but if you can’t get what you need from your present one, you may have to shop around.