Assalamu alaikum wa rehmatullahi wa barakatuh
It is not our flesh which has pain receptors but it is the skin which has sensation for pain.See the following verse where it is mentioned that whenever the skins would be burnt thoroughly,new skins would be given so that they could experience pain.
Indeed, those who disbelieve in Our verses – We will drive them into a Fire. Every time their skins are roasted through We will replace them with other skins so they may taste the punishment. Indeed, Allah is ever Exalted in Might and Wise.(4:56)