Hello,
Having been diabetic forever (or so it seems), I hope this insight helps.
I was once in hospital and a nurse said to me "it's not how you put it in, it's how you take it out" - I thought this was good advice!
The MAIN reson it hurts when I am injecting, is if I push it in too quickly (said the actress to the bishop).
I mean, once the actual needle is in, pushing the end of the syringe / pen in to actually administer the insulin. If you do this too quickly, it will hurt and you'll probably end up with lumps under skin too, which will itch!
I also found I had to try loads of different sites, they told me "do it where you have most fat", I tried doing it in the top of my legs and I got HUGE bruises, which then obviously hurt.
Hope you find the answer on here somewhere!