It is hard to say what the lumps are without seeing them. According to the data you provided, you might be experiencing a skin infection. It is important to detect the cause for the bursting of the lumps. Since you mentioned that you also have greasy skin, it is possible that you might be experiencing acne. Acne is an inflammation of the skin caused by the bacteria Propionibacterium acne.
When the sebaceous gland is clogged, the sebum (the skin oil) is trapped inside the gland canal. It degrades and creates a good environment for multiplying the bacteria.
You might want to visit a dermatologist to see the lumps. If acne is detected, you might be given antibiotic creams or lotions which might also include anti-inflammatory medications. This might ease the inflammation and kill the bacteria. If you visit the doctor when puss comes out of the lumps, the dermatologist might recommend a swab from the lump in order to exactly detect the bacteria and the most effective antibiotic.
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