I would most likely attribute your issue to the cut in your particular heroin. Some of the heroin I used to get was incredibly rough on the nose. It was very good dope though, but seemed very caustic on my nose and nasal passages.
I would invest in a nasal spray, and give your nose a spray or two after each line, and after you are done with your session. Keeping your nose moist is key in reducing the crustyness and rawness you are experiencing. When your nose gets dried out, especially due to a potentially rough cut, it can cause the capillaries to "burst" and you can get nose bleeds. This used to happen to me back in my cocaine using days, you never know what your shit is cut with.
Aside from keeping your nose moist by using nasal spray, or even snorting little droplets of water, there isn't much you can do other than finding a new source for your dope.