Welcome to the Forum!
You didn't say whether you are using syringes or flex pens, but look for the short and smaller gauge needle. I use syringes; 1ml (100u) BD Ultra Fine 31g 8mm (5/16') and flex pen needles; BD Ultra-Fine Mini (Purple) Pen Needle 5 mm (3/16") x 31 G or BD Ultra-Fine Short (Blue) Pen Needle 8 mm (5/16") x 31 G. I have found that by using the needles with the 31 gauge I can hardly feel the needle going in.
On blood sugar testing, I don't use alcohol for the finger stick, as it burns too much. I find it works best if I just wash my hands well with soap & water and dry them very well. Be sure to mix the sample locations up, remember you do have ten fingers.
You also may want consider mixing up your shot locations, as well. I use upper arms one day, thighs the next and stomach after that.
I hope the information helps. Good Luck!