I usually go for a good thick hand cream, preferably with beeswax, but for the really stubborn skin dryness I've used vaseline. I put a thick coat on overnight and it seems to do the trick.

This may not be the issue but if the clamps are metal you could have a nickel allergy. I have one and I can't wear cheap jewelery and its always much worse when I sweat (like during playtime) all of my clamps have to be coated or covered in some way so the metal isn't in contact with the skin. Just a thought.