I then tried vicks vaporub --- it has a higher menthol concentration, and also campor, and I was expecting it to be more painful, but surprsingly, it turned out to be milder. No pain, no tingling, just a warming sensation. I guess because of the petroleum in it. That was a waste. The 2% menthol rub seemed to have been water based and better absorbed (it was a walgreens house brand).
For anyone interested in trying it out, use a very small amout at first, and see how you like it. As a CBT lecture video said, there are going to be varied sensations, let the pain slide through and focus on the pleasant sensations. Keep a bowl of water handy to wet the penis, as the rub dries out quickly and leaves the penis just sticky.
Next up: Bengay and then finally capsaicin cream


