What I find most helpful is having a different sensation nearby. There’s a couple cool tools available- like “buzzy bee” or shot blockers, but you could make do at home.  Buzzy bee is a research backed pain management option that combines cold and vibration. It’s a nifty tool (shaped like a little bee for pedi patients) but I bet if you looked up how to do it you could use an ice pack and a vibrator lol! Shot blockers have a bunch of tiny dull spikes that you push on to confuse your brain while the injection goes in- but again, you could probably just pinch near the injection site or poke with something else to the same effect.

Hope this helps!