I think you did the right thing by not getting the cortisone from the surgeon. I would recommend that you get a second opinion as to what's going on with your foot before doing anything else invasive.
I have tarsal tunnel, so did just have a cortisone injection into the area where the nerves are entrapped. The dr. spent around 45 minutes numbing my foot first, and I felt no pain with the shot. This is in sharp contrast to the other 4 cortisone injections I've had prior to the surgery (they were into the fascia area, not the nerves). Those drs. just sprayed the numbing agent, and stuck the needle in . I would hereafter insist that the dr. who's giving me a shot take the time and effort to numb the foot first.
As for whether the cortisone will help, you probably had several shots prior to surgery, so know if you react well to them. The 4 I had in each foot prior to surgery didn't help at all. I am hoping that the most recent one will, but have no great expectations.
If you are in the Houston area, I recommend my dr. He is an expert in the EPF (invented the instruments and pioneered the procedure). If you are interested, e-mail me and I'll give you his info. Best of luck!!