Changing a piercing (of any place on the body) should NOT hurt at all when fully healed.
I've had my nose piercing for many many years and the only time it has ever hurt was when it was first pierced, when it got bumped and the jewelry pulled out when it was still a fresh piercing and if I ever tried to push in a bigger sized jewelry than my hole is (at any time I've had it).
I hope this next time around you find your nose piercing healing quickly and pain free. If you do experience any prolonged pain, go back to the piercer and get their opinion on the situation.
Don't forget to let us know how it goes!