Forgot something that may help - my pharmacy provides a kit with standard syringes with a 27 gauge needle attached (yeah, use that to inject, you'll remember it, trust me on that), and a 30 gauge needle "extra".
The scheme is this -
Use the first needle to pierce the top of the vial.
Draw the dosage into the syringe and remove the needle from the vial.
Remove the 27 ga needle from the syringe, and replace it with the 30 ga.
Use the 30 for the injection. (It is a little harder to push through the liquid, but hurts less.)
I was a little perplexed by all that, and did some searches on nursing sites to see why they do that. It seems that just pushing the needle point through the rubber top dulls the point significantly. On the professional nursing sites they discuss this as a very important thing to do for patient comfort, especially for intra-muscular injections, but I can see it helping here too. The issue for me is that the more complicated the process becomes, the more stressful it becomes.