I haven't had those kind of pimples in a long time, but here's my advice, based on some things I've learned about acne, what causes it and how to get rid of it.
If you can find the head of the pimple, sterilize a thin needle or pin and carefully lance it. If you do it right, you go in through a pore near the top of it. If it's a big pimple, you may need to stick it a couple of times. DON'T squeeze it!! You're right, they're deep and more of an inflammation thing than your typical pimple that has a pocket of infection. After you've pricked it a couple of times, either take a fairly warm, wet washcloth and put it on the area, take a steamy shower, or boil some water in a pot, put a towel over your head and steam your face to open your pores up even more. Then wash your face thoroughly with an antibacterial cleanser (there are quite a few out there now - make sure they say antibacterial), and take some hydrogen peroxide on a cotton ball and swipe it over the pimple areas to disinfect the area. If you use an acne cream on top of that, make sure it contains benzoyl peroxide, not salicylic acid.
The most important thing is NOT to squeeze those buggers, because you'll make it a hundred times worse and definitely end up with scars. At night, if you can find one of those mud mask things, dab a little on the pimple and leave it on overnight. That helps to dry it up too - the most important part of the process though, is disinfecting, which the peroxide does. Just don't go overboard and use it more than twice a day, or you'll end up with extremely dry skin. The steaming/opening of the pores before you swipe it with the peroxide should help to draw some of the infection out before you disinfect, so that's an important step too.