It's possible that they're what doctors call entheses, or calcification of ligaments where they attach to the bone (and the condition is called enthesopathy, which no one can pronounce!).
I have a lot of them (hip and foot, in particular), and in my case, they only hurt while they're forming or expanding. Otherwise, they don't hurt, but they do restrict the range of motion for the affiliated joint, since what should be rubbery (the ligament) has now essentially turned to stone (calcium).
I also have some calcifications that never hurt at all, but they're not in places like joints that move around and might irritate the calcification. Most particularly, I have one on the back of each hand, about an inch up from the wrist and about halfway across the hand, but a bit closer to the thumb. I have pictures of it somewhere, and I'm going to be on the road today and tomorrow, but when I get back I'll try to remember to upload a picture.
On the other hand, I'm not a doctor, and there are things that can appear like calcifications, but aren't. I've got what I thought was a calcification on the palm of my hand, but apparently it's something else, unrelated to XLH (and I'm blanking on the actual diagnosis). So definitely have it checked out by a doctor, just in case it's something else. A rheumatologist might be your best bet for this.
