I occasionally get that problem, but I get it less if I don't brush my hair tightly back into the updo. I use my fingers to pull my hair back and run them through from the roots so as it is pulled back evenly but not too tightly.
I personally can't wear my hair up when its pulling, and at work i'll have a bit of a poke to stop it if it starts to, teasing the tighter strands to give a bit more slack. Different updo's distribute the weight differently so maybe try practicing a variety when you have the time so you can find a way of doing them so they don't pull.
Personally I find a nautalus (probably spelt wrong) is one of the most comfortable buns, or a multi cliped cinabun, or how I wear my hair for work, a style I adapted myself from a style found on an Iron Age Danish bogbody.
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