I'd look at a couple of things, first where are they, in an area that's pretty much skin--just the last few hairs hanging on. Then it could be irritation. If it's in the "shadow" lots of things--astringent helps, as does a break in shaving. If you wear a hat, remember--hat bands can get pretty nasty with sweat and dirt, and with no hair to hold it off, it could be causing trouble. Changing your pillowcase--this all goes to the keep it clean and it will be clear. You may have an allergy to something--it happened to Razor X and some others so they changed to an anti-allergy brand for shave creme. You just have to try stuff out!
But big question, over all, aren't you happier now? It's worth the work to find your way to a clean clear scalp, it really is.