Thanks everyone, it would seem that as Kathy mentioned, dry air and dry fingers of winter is most likely the culprit. Have just wet my finger as some of you suggested and that seems to have done the trick....
I will try your other suggestions if it persists.

Similar to a product mentioned above that is for sewing, I'd try SortKwik, the stuff that bank tellers, office workers and store clerks use. It comes in a large container or a small one that looks like it's the same size the product from Homespun Hearth. Available at Office Depot, Staples and Amazon for $3 - $5.

Joanns also carries the Lickety Grip, but online only. Maybe if you are not in a hurry, watch for a free shipping coupon from Joanns?

Or a finger cot. Like the tip of a thin rubber glove. They come in package that contains several - 25, maybe - and are quite inexpensive. Available in first aid dept. with bandages.