No, you shouldn't feel any pain when doing club manipulation of any type. What type of manipulation are you doing? Juggling, Swinging, Contact, Spinning, etc?
Juggling you might get some impact that could cause pain, but move your catch closer to the center and later in the rotation.
Spinning, you can use a grip if you have a large enough knob at the end that is the same as it was poi with a knob. I like between my index and middle finger.
There are lots of grips for club swinging, if you can try to describe your grip, someone should be able to help determine if it is bio-mechanically un-ergonomic. I prefer for most of my manipulations to use a reverse pencil grip. Basically it's like holding a pencil but the club facing the other direction; between Thumb, Index and Middle fingers.
The safest for your fingers, but works on your wrist, (most popular for heavy club swinging exercises) is just holding it like a baseball bat or a staff end grip.
For contact, it's usually the catches that hurt my fingers, especially my thumbs. I found that it's better to grip earlier that you expect or aim to grab closer to the fingers and further away from the thumb.
I hope that helps!