I don't think women should ever be embarrased to talk to another woman about most things. Anyway, back to your question about facial hair, I seem to get mine about that certain time of the month

If I am in the bath, I sometimes pluck, depending on how many hairs are popping out and how long they are. They just seem to come out overnight, don't they? I find if I pluck when my face is wet and warm from the bath, they come out easier and don't leave a bump. Sometimes I shave, because I have found they don't thicken up like a man's, just feel that way when they first come out.
I'm sure you will find the best thing for you, but I hope that one of these hints we have all given you will help.
Good luck

and may you find something comfortable for you.