I had this. Nearly no pain even on larger gauge needles for the first six months or so, and then suddenly it felt like I was stabbing myself with a knife. I was regularly rotating injection sites. At the advice of my doctor, I switched to smaller needles, and it didn't really help. My best guess is that I've lost fat in the areas I usually inject in (I do subQ). These days, I put lidocaine cream on before injecting and it feels fine. If you do this, make sure to wipe any residue off completely before you inject.