Generally speaking if the sebaceous cyst has complications such as infection, pain that is affecting your quality of life etc, I would advice a simple excision biopsy which is a quick procedure performed under local anesthesia.
Do note that excision biopsy of a sebaceous cyst does have a small risk of recurrence.
You may wish to consult a doctor who performs minor surgical procedures such as excision biopsies or a general surgeon.
Hope this helps!
Regards,
Dr David Deng