Like a lot of people on this board, I get cortisone injections right into the cyst. Pain from the cyst itself goes away almost immediately. The inflammation takes anywhere from 6 hours to about 2 days to subside - a lot quicker than letting nature take its course. There are minor risks, such as indentations, that must be considered, though. Good luck.
Are you talking about those little flesh colored bumps? I have those on my forehead and the absolutely drive me nuts, because I can see the bumps in certain angles of light. Otherwise, I cant see them and they don't bother me.