Gonal F injection site burning

Ryan • PCOS. Hypothyroidism. FTM. 2nd set of twins. 🌈💙💖 Baby Ellen and James arriving on Oct. 2nd!!
So I've had to do extended treatments with the gonal-f injections because my lining isn't thick enough. This is our first try after miscarriage/tubal pregnancy and they upped the dose. Normally we do 5 days and then do trigger but this time we had to do 9 days and when I went in for my US the doctor decided to tack on 2 more days before doing the trigger. 
Now I'm experiencing some light burning sensation where I injected tonight and was wondering if that was normal? I've never had this happen before but then again I've never had to take injections this long.