I've never had to treat it, so I really don't have experience with it. I don't think you need to treat anything except the scales on their feet and legs, but I suggest you read a few different places to see if you can get a consensus on how to treat it. I would not trust the first site I came...
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You can look up scaly leg mites to confirm that's what it is and how to treat it, but that is probably what the problem is.
I don't know if it causes pain, but it itches and aggrevates...