In short, not a lot.
Security are rarely interested. The needles are too small to be of concern.
Occasionally, they may want your insulin in a clear plastic bag but usually not for you in use pens.
You may want to carry a letter from your DSN but in 20 years, I have needed mine once. The other option is to take a copy of your prescription if you still get a paper one. Again, it is very rare that this is requested.