There are two different kinds of swelling that I know: fluid retention and inflammation. I've had both at the same and at different times.
With uncontrolled hypertension (even on THREE b/p meds), I often have fluid retention swelling in my hands and feet. When this occurs, it is a general swelling of them both that I can press on and make a dent in (aka "pitting edema").
When I get the swelling from inflammation in my hands, particularly, it is localized to the joint areas and is accompanied by increased pain in my hands. My rheumatologist looks at my hands from a certain angle and rates the swelling (1-4, I think) according to how far above my knuckles the area in between is swollen.
It seems like you need to first find out which kind of swelling this is before you can treat it, therefore, I'd definitely say everyone should notify their doctor when they experience this. It's odd that your doctor didn't tell you which kind you have. Fluid retention can indicate lupus nephritis, or could just be related to hypertension, diet, hormones, or other causes. Even after seeing the doctor for it, you should let him/her know if there are any changes (i.e., swelling increases or spreads).
From my experience, though, it would seem your swelling seems most like my inflammation-type swelling, which, although it is bothersome, is as your doctor says, nothing to worry about. I find the pain is helped by rubbing my hands with muscle rub (not at night, as you may inadvertently rub your eyes and that will stiiiing!), or using a paraffin wax on them, keeping them warm, and being gentle with them (for example, not opening difficult jars or lifting heavy items). Anti-inflammatories also help some (the only one I can take is ibuprofen).
I hope you get a "handle" on this problem!