I've seen patients that were strongly suspected to have malingering/psych issues turn out to be pneumonia, rhabdo, femoral neck stress fractures, leukemia, and Guillain-Barre syndrome, to name a few. As a generalist you really should never call a spade a spade. If they say its not getting better they go to subspecialty care, no matter how obvious you think it is. If you are the subspecialist its a little more complicated and I think pgg's advice about involving psych is solid.
I always recommend the
bouncebacks series to residents. Its written by an ER doctor who documented cases of patients who bounced back to the ER with something that initially looked benign but ended up being serious. The take home message is that every time someone comes back with the same complaint you do more tests and elevate their care. One of the author's better lines: "the third time the pizza guy comes to my house, I admit him".