I have dry skin on my 2 big toes and I used one of them pumice stones to remove it and it worked wonders, I moisturised the areas well and after one day of normal shoe wearing the toes had a burning sensation, it was like the skin was too soft and was used to been hard so no burning happened. Is there anything I can do to keep this hard, dry skin away and not suffer a burning effect ?

I think your skin become so dry, so that you are having burning sensation. Try to overcome the heal by applying olive oil without fail for 3 months, then you feel better.

As I noticed to some dry skin on big toes is a common problem. For me, applying lotion to it is not enough. What do you think is the best solution for this?

I think the pumice stone is a good idea. But you have to do it gradually. Don't try to scrub out all that dry, hard skin in one blow. Otherwise, you will get the skin in such a tender state - a state it's not accustomed to - and end up with that burning sensation. Just rub the skin with the pumice stone when you take your daily shower. Pretty soon the skin will become soft. Of course, following up with moisturizer is always a must.

Dry skin may lead to cracks in your toes. So try to apply any foot moisturizing cream or gingerly oil daily to overcome dryness in your toes.

why not try using petroleum jelly before retiring to bed?