I find that stimulating other sensory systems than the ones transmitting pain signals can help my relieve chronic pain, and scents are among the things I use.
Burning incense to induce a calm, meditative state or to clear space is an ancient practice. One strategic way to use it is to connect a certain smell with a state of mind, by burning a certain incense especially for relaxing before you rest or meditate over a period of time. That way your brain will adjust to induce a state of relaxation when you recognize that specific scent, also if you are in pain. If you wish to do this "programming" or "anchoring" of a scent, be careful to chose a common type that will not prove impossible to buy in the future, common scents like lavender or blends like Nag Champa will always be available.