Sounds like simple cysts and that they just happen to co-incide with heavy legs sensation but these might not be directly linked. Sebaceous cysts are really common and come and goin most of us. They typically pose little problem although finding them can initially make you a bit anxious. If you are worried suggest you see a neurologist about the heavy leg issues and mention the lumps as a side issue in the history.

A neurologist can also investigate conditions like Femoral Neuritis and other neuropathies or collagen issues

Here's some more info

Hard lumps on the upper thigh area could be sebaceous cysts. A sebaceous (or epidermoid) cyst is a noncancerous swelling under the skin. It is lined by packed outer skin cells. The cyst itself is filled with oil or dead cells. Under certain conditions such as stress, increased activity, mechanical irritation, diabetes, or other concurrent illness these cysts may enlarge and become somewhat tender. On occasion, these cysts will be drained by the physician and antibiotics will be prescribed. Warm moist compresses will commonly help bring these cysts “to a head” and help them drain. It is not uncommon for these cysts to increase and decrease in size particularly when there is increased activity and/or sweating.