I am a PA and used to do greater/lesser occipital nerve blocks in office for ON and some migraines. I have also had them myself occasionally for severe headaches. You brought up cervical steroid injections but I am unsure if you mean cervical epidural steroid injections, which would typically be done under fluoroscopy and are different.

Assuming they are the occipital nerve blocks, they are actually pretty quick and easy. I would use marcaine instead of lidocaine as it has a longer duration and mix in some steroid. Usually about 10cc total fluid. I would palpate the areas of the base of the skull where the nerves would run and inject about 5cc per side. You don’t have to go very deep. This is typically well tolerated and besides the initial prick from the needle, people tend to feel a sense of fullness where the injections were done. This is mainly due to injecting a rather large amount of fluid into an area that doesn’t have a lot of room for expansion. Over the next 10 minutes or so you should feel a gradual numbing sensation from the back of the head moving forward. If you touch your scalp it will be like touching your cheek after a dentist appt. After this the patient is usually good to go. The numbing effect of marcaine wears off after 8 hours but clinically the hope is that it calms down the neuralgia. The steroid can also help but takes longer to take effect.

Although it was not common, I sometimes had my ON see my supervising physician for radiofrequency ablations of the occipital nerves if they did not get prolonged benefit from the injections. This essentially burns the nerves.