In order to carry my insulin pens in my hand luggage, the airline has asked for 'documentation' that I need them.
Is this the normal state of affairs?
Not sure where you got your info from but I think that most airlines (and airports) have these rules buried in the small print of the T's and C's even though it's rarely put into practice. I travel a fair bit for work and pleasure and I have such a letter but have never been asked to produce it at the airport either by an airline or by security staff.
As a newbie I went on holiday 2 weeks after first diagnosis and I remember offering up my 'kit' for inspection only to be dismayed that they weren't in any way interested!
I think it harks back to days when syringe needles were massive and could have perhaps conceivably been used as a weapon - but that's just an assumption on my part.
If you do get a letter from somewhere, then make sure that it's undated and thus can be reused as desired in the future.