Tennis elbow

About a month ago started feeling sharp pain when posting on my elbow.
But since it was like a week before a very important seminar I decided I'd push through.
Then, after the seminar, my wife's family dropped by for a couple of weeks (we live in Sweden, they in Israel) so naturally I picked the pain in my elbow over the pain of spending time with the in laws. Rolled with the pain 11 out of the 12 days they were here.
Now my doctor tells me it's tennis elbow and gave me a week's worth of steroids (lucky guy that I am, I'm allergic to non-steroid anti inflammatories).
Any treatment tips that'll allow me to keep rolling?
Is there something in particular I shouldn't be doing (in grip fighting for instance)?

I had it for 2 years and it wouldn't go away. I tried everything and ART is the only thing that worked. I did all the massaging myself and still do it to keep the tendons loose.

This topic has been discussed many times on this forum. I used a devise called "Aircast Pneumatic Armband for Tennis Elbow". There are a variety of name brands. About $17 US. I wore it thru training. You place it in front of the injury site. But I also had PT done where they stretch and strengthen the tendon, ultrasound and icing. You should take some time off to get the inflammation down. One time I got the cortisone shot and had to take 2 weeks off after PT did not resolve the issue. The orthopedic told me to go this route because if the tendon tears at the bone you are looking at 9 months off after surgery to reattach it. It took 3 months to heal without surgery.