Is it okay to surgically remove acne cysts while on accutane?

I would strongly advice against surgically removing the cysts while on accutane. You are at increased risk for hypertrophic scarring/keloids while on this medication. The cysts will likely get better during the course of your treatment. 
20mg of accutane daily is a very low dose so you have not yet reached the targeted cumulative dose of accutane. As you get closer to the target dose, you will see better results. Hang tight!