You don't have to use an "easy seat" to get your coccyx off the saddle. I used to ride with a gal with the same problem, and she solved it by buying a new saddle that had a deep "v" in the back. I don't recall the exact model since I don't have this issue (I need a cut-out in the middle but my tailbone doesn't bother me), but I suspect some other forum members will have suggestions and post them here.

Stay tuned...you do not have to live with pain!