Just to throw my thoughts in;
I am a healthcare professional, I work in Operating Theatres. I do not re-use needles for anything, they are all designed to be single use!!
The reason lancets come with a warning not to share, is that they become blood conatminated on first use, so this could affect readings on later tests with the same lancet! It could also, potentially, lead to infection, as the contaminated lancet festers!
Insulin pen needles are designed for single use, will have been in contact with tissue as you inject and so contaminated. Surgical scalpels go blunt after several uses on skin, needles will do the same! Leaving a needle on a pen could allow air and contaminants to be entrained into the insulin! Repeated use of the same needle could cause it to break off!
I personally don't see that saving the NHS a few pence on the cost of needles compares to having a subsequent infection or problem treated! If things are designed to be single use, you are on your own if you reuse them!
Bob