Through experience, I hasten to add, not academic research.
My finger is pretty much back to normal size, but still a little turgid and a little bit painful. It is also hot. Now here's what I've discovered: it does not want to be cooled. It hates water moving over it, cold or hot, or even something cold held against it, but it doesn't mind just being wet. I managed to have a shower this morning by wrapping the whole finger in elastoplast. It got wet of course, but the moving water was not in direct contact with the affected skin.
Been thinking how different this is from a superficial scald or burn (i.e. not right through the skin), which is the type of injury that loves to be cooled in water but hates to have air moving over it.
Just sayin', in case this info could be useful to someone else. It is the angry wasp time of year, after all.