Op I'm a redhead, please don't ignore or dismiss any of the bullying or ill treatment they get as a result and push school to keep on top of it and even if possible to challenge the negative attitudes towards redheads.
My parents were shit on this, just told me to "just ignore them" "sticks and stones" etc fucking useless!
As a result I spent my 20's and most of my 30's as a dyed blonde, it's easier to go brunette but I would have looked ridiculous with dark hair! With deathly white skin and pale brows!
Eventually I made my peace with it and when I let my natural hair colour through had a lot of positive comments. I don't think because red hair prejudice has gone but because generally adults are more careful what they say.
The reasons for red hair prejudice is really irrelevant as they're mostly historical although in my case as for many it links possibly to my heritage (Scot of Irish descent), as of course many Irish catholic's were red heads. So it linked to the prejudice against catholics too (ironically arguably caused by another redhead - Henry viii)
I agree with presenting them as often as possible with positive red headed role models, both historical and current, there are loads of us red heads about.
Read books with them or suggest to them with positive redheaded characters or films/tv.
On the pain thing - we actually have a higher pain threshold, but also can be resistant to the effects of analgesia and anaesthetics.
I've had many years of issues with this until I moved here (parents home town, lots of catholics, quite a few redheads)
I am dentist phobic due to horrific past experiences relating to this, I was so relieved and so grateful upon meeting my current dentist, also a redhead, who when I explained about anaesthetics barely bloody work on me and I'm not being a wimp, they wear off really quickly if they work at all! When his comment was "I understand, my mum & I are exactly the same" he was and continues to be brilliantly understanding and doesn't skimp on the drugs! 
This is in contrast to previous dentists and even surgeons who ignored me!
Including my first anaesthetist for my first GA who afterwards admitted he should have listened as I nearly came around during the op and definitely came around properly just as I was being moved from op theatre to recovery room.
It's slowly starting to be recognised as a known phenomenon.
I also had the nonsense of people questioning my parentage as both parents not redheads, but both grans were so that is likely where it's come from although one grandad also had a redheaded mother, genes can be funny things and skip generations