Technically you are doing the right thing. When you use a lancet, it punctures the skin, and the tip comes into direct contact with your blood vessels, so the advice will be similar to that given to drug addicts re syringe use. Do not share your device with anybody else, even accidentally. Keep it away from children or vulnerable people. Re-use will increase the risk of contamination, so change lancets regularly.
Apart from that, it is still a matter of choice what you do. There is anecdotal evidence as your comment confirms, and many of us choose to re-use either for financial or comfort / ease of use / laziness and I have not seen anyone register any adverse outcome in this forum.
I regard it as helping to reduce single use plastic waste, and I do not need my sharps bin being collected (yet). Go with what you feel is acceptable for you,