Thanks for all your advice!
In fact I'm not concerned with the pain. During first times pain to fingers was crazy, but I went ahead and overcame it, now I have calluses. So somewhat used to pain being part of the game, and that doesn't discourage me :)
I was mostly mentioning the pain more as an indicator of me potentially doing something wrong, and therefore seeking for advice to correct and succeeding in improving tecnique. I will try with the classical guitar position. Indeed I'm also feeling back soreness this days, as I'm particularly bent over the guitar to make bar sound good.
Thank you also @Faith for the tip on placing index bar last. I admit I tried quite a lot of fingers sequence, and found what working best is now 1) Placing bar, 2) placing thumb behind the fret where I need to place ring+pinky (as a sort of guide to orient those 2 fingers) and finally 3) Middle finger (particularly challenging on Bm). I tried combinations where bar came last, but I found in that sequence the index comes in very weak, and some strings are muted, on top of the fact that by placing index last I'm quite inaccurate in placing the other fingers first.
Can you give bit more details on this? Happy to experiment further!
Many thanks again :)
Diego