I get the same. My understanding is it's to do with the healing which methylation induces. You'll be rebuilding cells, replacing old ones, and generally repairing the body, all of which can trigger inflammation particularly if the body doesn't have the requisite nutrients needed to properly carry out those processes.
It's partly why all the methylation guides advice you to make sure you're getting the necessary cofactors before starting with B12 and Folate (eg, other vitamins, particularly the Bs (so B1, B2 etc), minerals like potassium and magnesium). Glutathione is also important for detoxification but some people question whether this is beneficial to take.
Also you might want to try reducing the dose and seeing if that helps. It's clear you're benefitting from these supplements, but listen to your body - if you're getting inflammation it's possible you're going too fast right now.
http://mthfr.net/preventing-methylfolate-side-effects/2014/11/26/