Making my knees not sting during lunges? Help? Substitutions?

On leg days, I've got lunges. I'm not a huge fan. I'm a big guy, they make me sweat more than most exercises, and my right knee always stings a bit during the exercise and sometimes in the days after. It doesn't get super painful, more of a stinging/pinching sensation.

My theory is that my form sucks, but also I'm a big guy (~113kg), and that might be a lot of weight to put on them. This does not happen with other exercises that require knee flexion, like the leg press and extension. I do remember this happening (to a more serious level) when I did the Camino de Santiago years ago.

What can I do to make sure I'm not putting so much pressure on the knees? Should I get some knee sleeves? Should I sub them for another exercise? My biggest goal right now is losing weight.

Thanks!