An aikido teacher of mine said that about one out of five don't feel the yonkyo pain. In my experience it is not that many (I've probably just been lucky...).
I remember two cases, where the uke was quite immune to yonkyo: one guy in the Gothenburg Aikido dojo - and that was fun, because I was guest teaching the class, and using him to try to show yonkyo. Everyone in the dojo knew that it was impossible to do yonkyo on him, and smiled as I tried. I had run out of luck...
The other case was a young woman at a seminar in the Czech Republic. She just did not feel it at all, like nothing happened. Good for her
So, in my experience, most people feel the yonkyo pain - on the other hand, almost everybody can quickly learn to resist and even ignore it.
I like to think of yonkyo as an atemi, to create distraction and break-balance. Therefore, it should be a sudden thing, not a grip with constant pressure. A surprise, a sudden thing, is harder to resist. It will usually create the distraction and break-balance needed.
I also use the sankyo-like counter twist, mentioned above. It helps very much in making the yonkyo distinct.
Yonkyo is very much like how you grip your sword, although twisting your grip in the opposite direction of what you do when you cut with the sword.
I made a page about yonkyo on my website, with a couple of short video clips and an explanation of sorts: