I've never had the patience to wait for it to warm up before injecting
, but I can speak to this topic from the perspective of my experience with insulin. (my youngest son is Type 1, we started on injections but he uses an insulin pump now).
As 142 says, air bubbles aren't dangerous with this type of injection but you want to avoid them. They can cause bruising and can affect your dose (although, at the accuracy you draw a dose this is negligable).
After over filling the syringe, with it still stuck in the bottle (vertically, with the bottle above the syringe) you carefully tap the side of the syringe with your finger nail to get any air bubbles to the top then push the plunger in to the correct dose.
Insulin needs to be stored in the fridge, but it's different from trimix/bimix in that once you start to use a bottle you can keep it at room temperature without it going bad. This causes great debate in the diabetic forums as some people refuse to believe it.
Insulin is suppose to sting more if injected cold, but we always do it at room temp so I have no experience with that.
Cold insulin will release air bubbles as it warms up. If you draw a syringe then wait for it to warm up you'll see small "champagne" bubbles have collected in the syringe. This is an issue for insulin pumps where you draw about 3 days worth of insulin into a resevoir. I don't know if the same is true for trimix/bimix.