Recently my massage therapist gave me a great tip for icing a sore joint. I’ve been doing it, and I love it. Here’s what you do:

Take a small Dixie cup (the kind you often find in bathrooms)
Fill it ¾ with water
Once the water is frozen, use the Dixie cup on your sore/inflamed joint. Ice directly on skin, slowly peeling back the paper of the Dixie cup as the ice melts. Apply gentle pressure so it is like you are getting the benefits of ice and a gentle massage. Keep going until the ice is melted. A towel to catch the melting ice is helpful.
I thought having the ice directly on my skin would be painful, but it wasn’t. It felt really good. Be gentle with yourself. If using the entire ice cup doesn’t feel good stop earlier. I usually last about 10-minutes before I just get bored, but there is still ice left at that point.