hi..thanks for your query..
I would say about two possibilities ..First, due to occlusion by oil/grease you called are having something called comedones in your thigh. Second, you have folliculitis
in the hairy areas of your thighs /scrotum
.This is a mild bacterial infection but it tends to be recurrent and has a prolonged course.U can use a topical antibacterial cream like Fusidic acid/ Mupirocin
twice daily for 3-4 weeks..Stop for 2 weeks and then repeat the application for 2 weeks again. If need be, you might require this to be done for a few months with gaps in between. This helps reduce the bacterial load in the areas mentioned.In any case,you should NOT attempt to burst /squeeze them at all!