If the retrohale hurts or is unpleasant, you're doing it wrong. Or just trying to blow too much smoke through your nose. I tend to only blow about 5-10% of the smoke out through my nose, and it's always the tail end.
Try blowing almost all the smoke out of your mouth, then breathing out juuuust the last little bit through your nose. Even that little bit will help you sense the flavors a lot better. Work your way up from like 2% of the smoke to maybe 5% over time. It honestly doesn't take a lot to make a huge difference, and the goal is to enjoy the flavor more, not to singe your nostrils.
I often will sit there after blowing all the smoke out, and continue to push air through my nose. Even though the smoke is gone, there are still plenty of particles left as I take in little breaths through my mouth and breath out my nose. That will often help me figure out flavors I was trying to identify.