Is benzoyl peroxide meant to burn when you apply it? Whenever I apply it I will get a burning sensation until it dries up. I can tolerate it but it's not pleasant :/
It could irritate a litltle bit but if it burns, it could be that you're using too much BP to begin with or maybe to have a allergic reaction to it. So I recommend lowering the dosage until you find something's that's suitable for your skin type.
I do have quite sensitive skin. This morning it didn't burn as much as usual, maybe I'm getting used to it. I'll try and start using a little less as well I'm using as much as the video recommends for people just starting out.