I used to inject Lantus and goodness me it does sting, urghhhhhh I could never work out why!!
I would end up with small centimetre round bumps on the injection site with Lantus too even though I was and am very careful with my sites and would leave one inch gap between one injection and another in my thigh.
My thighs would obviously not be lumpy, but the skin would have these little bumps where Lantus had been. I used to massage them just in case insulin had become trapped.