You can count me among your fellow sufferers. I've been doing toe exercises, on the recommendation of my orthopedic surgeon, for four weeks now, and you're right--they hurt--a lot. My doctor gave me just one exercise to do, the one you've described, so I can't help you with any exercises to add variety. He said we don't care about side-to-side mobility, just front-to-back.
The only thing I've found that makes them any easier is to soak my foot in warm water with Epsom salts before. I'm not sure why it helps but I think it's because it warms up the muscles. In any event, it makes it much less painful for me before and after. One variation on the theme: I sometimes do the toe exercises while my foot is still under water (my own little water aerobics)
I've been doing these exercises once a day for a month. Plus I wiggle my toe periodically through the day to keep it limber. I now have between 80% and 90% mobility, whereas before I had none. I have no idea whether, medically, this is good progress or not; I'll find out when I see my doctor again in February. I do know it's feels a lot looser and more mobile than it was. If anybody has any other hints, tips or suggestions, I'd love to hear them too.