In the dim and distant past when I started injecting, I had 6mm needles and often bruised. When I mentioned this to the nurse I was met with an unsympathetic "oh well, some people are just more prone to bruising".
I pushed the point (no pun in tended) and found out, at that time 6mm was the smallest available.
Fast forward 5 or 6 years when I had given up asking.
A different nurse said to me "why on earth are you using such long needles?" and gave me 4mm.
I still bruised occasionally but not as much as with 6mm.
I believe, the shorter needles have become available in more recent years and, as Knikki mentions, they only need to get under the skin so should be long enough.
I never went back to 6mm.
However, I remember a recent thread about different types (manufacturers?) of needles.
Some appeared to be not as sharp (or smooth) as others.
So, I wondered if you have the inferior needles if you are struggling to get the 4mm in to your legs?