I've never heard about the frostbitten onion before and I am Romanian as well - maybe it's particular to some regions?

"It hurts in my dick" is just a more vulgar way of saying "it hurts in my ass" (the ass would be a place you wouldn't care if you hurt or not); more vulgar because "pula" (erect penis) is more vulgar than ass.

The next level of not giving a fuck after that is "it doesn't even hurt in my ass" which I find amusing - to which someone can reply "well, when it's gonna hurt you'll realise how bad it is" in the sense that "you will wake up someday and regret it".

The least vulgar variant is "it hurts in my elbow" - elbows being usually bumped into things and not hurting much (unless you hit that special spot where the nerve lies)