Breastmilk to formula

My son is almost 3 weeks old and I have been strictly breastfeeding him since day one. I love having the bond and connection with him while I breastfeed but it’s getting to the point that I am in constant pain when he feeds. He latches well and everything like that but I just can’t take the pain anymore. And I’ve already talked to plenty of lactation specialist and I still hurt. How did you moms transition your kids from breastmilk to formula? Did you do it cold turkey or gradually over time?