The best tip I can share is.... let your arm hang by your side so the blood can get to your fingertips. I realized early on that I was always holding my forearm up and essentially letting all the blood flow out of my fingertips, making it hard to squeeze a drop.
In the winter, I find running (washing) my hands under warm water, while holding my arms down (blood flow thing again
, often helped a lot.
I also have a lancet device that allows me to "dial up" how far the needle jabs out.
Kris