I remember Luke screaming (a la Conan or something) upon catching his Lightsaber in the Sailbarge scene of ROTJ.
I even remember asking my dad, "Why did he scream when he caught the lightsaber?" and my dad surmising that it must have hurt catching it after R2 flung it through the air.
My theory is that I conflated--at the time, mind you--the catching shot and the shot where he winces in pain upon being blasted in the wrist a few minutes later. My dad probably just gave me the benefit of the doubt that it happened, and cooked up a theory from there.