beware of post op infection, its unlikely as the skin is cold but always something to beware of. For the physio to tell you to push through the pain they need to be certain that the area is now well healed - have they seen the xray report that should have been taken after you were taken out of the walking boot.
The bone may not be healed and doing excessive exercises can cause damage.
Let us know what your physio says but don't be afraid to go to the doctor for pain relief and second opinion