something that works better than a warm compress is a hard boiled egg. The reason is you can hard boil and egg and it will stay very hot for about 30 minutes. A compress you have to reheat every 5 minutes.
Warm compresses are the best, ive never heard about the hard boiled egg idea, "very hot" is not something you want to put on your eye as it could burn your lids, you just want some heat on it, warm compresses about 5x/day is the best way to get rid of them. Get a wash cloth and wet it, put it in the microwave for a few (they all heat different about 15-20 seconds is the avg time) to get it warm and apply it to your eye.