I would not jump to fentanyl, for a number of reasons. It would jack your opioid tolerance up more quickly, and has a larger side-effect profile, on the whole. I would actually suggest you look into OxyContin (extended-release oxycodone), or possibly an extended-release preparation of morphine. I would suggest OxyContin first, because you do well with the instant-release oxycodone for breakthrough pain, and oxycodone is a good opiate analgesic IMO. Morphine is another option, and I would urge it be taken orally no matter what. There are a number of extended-release morphine preparations. Oral morphine is often considered to be inferior to other opioids, but with the right dose it can be a very good opiate analgesic. It is the prototypical opiate, really, and will render opiate effects (including analgesia (pain relief), of course). It is also a bit heavier, making it possibly a better option to allow for better sleep, and just "dealing" in general better with the pain. But, with either of those extended-release, I would keep your instant-release oxycodone to help with breakthrough pain, esp. since you have had good success with it. I might also recommend you use Soma (carisoprodol) to help with the pain AS NEEDED, for it has analgesic properties and is a GABAergic sedative-hypnotic on top of that. It is typically used as a muscle-relaxant, but I don't see why, if you NEEDED it, a low dose of Soma here and there for breakthrough pain with the oxycodone, would hurt any. The only concern I guess I would have about Soma is that it could suck you into an addiction which you want to avoid at all costs, and you would of course have to watch your dose of Soma so not to cause too much CNS depression with the opiates and Soma, combined. I would suggest it as an "emergency" breakthrough med, almost - not something to be taken unless really needed.
There are also other options for chronic pain that can be taken along with opiates such as Lyrica (pregabalin) and Neurontin (gabapentin), which can really help with nerve pain, but really any pain. Possible, too, is the addition of an NSAID, though I don't know how much that would relieve you of the pain - for some pains they work wonders, for other pains they don't do much. Tricyclic anti-depressants are used, too, in conjunction with opiates for pain management. They can help a good deal for some. Other anti-depressants such as SNRI's that are not tricyclic, can be effective in helping cut down on the pain. But, all of this is trial and error. Still, though, it might be worth looking into other options besides JUST opiates, to form a cocktail aimed at really relieving your pain and/or making it more manageable via different mechanisms of action.