It's not a major problem unless you are ready to get over it. As you had attempted with application of lubricant. Use a local anesthetic gel which will numb the area and wait for sometime atleast 10 mins, to see the effectiveness. Thereafter you can participate in the act.
Next Steps
You may use anesthetic spray
Health Tips
Speak to your partner and engage in foreplay which will also female reproductive parts to release certain amount of moisture , which can reduce the tension. Feel free to connect with a nearby doctor or see a gynecologist.