Sounds like you've done quite a bit of research, taken some necessary precautions, and yet you are still bothered by this problem.
You are right to use medical grade, non-comedogenic products. Retinoids, chemical peels (e.g. AHAs, salicylic acid) and exfoliation in general should help reduce hypercornification of the pilosebaceous duct unit, which prevent buildup of sebum and cause comedones. Painful extractions work, but like you said, are quite expensive to do regularly.
A good skincare routine would be essential for prevention of comedones. I suggest ensuring that your facial cleansing is done right before you go to sleep at night. Remove your make up with a proper makeup remover, perhaps try a mechanical cleanser, and apply your toner after you wash your face. Also make sure that your makeup is oil free and non-comedogenic. If your condition is severe enough, oral isotretinoin can help to reduce acne and comedones. Q-switch laser and IPL treatment can also help control oil secretion and reduce comedone formation. Lastly, if you find facials too expensive, you can try doing manual extraction yourself at home. Ensure your instruments are sanitized and the extraction is done gently after nicking the tip of the close comedone.
I hope this helps!
Regards,
Dr Harvey Ho