Painful PIO shots

Does anyone have any tips for making the progesterone in oil shots less painful? I am supposed to do them daily in my hip/butt area. Doong the shot i am ok, but as the day goes on it gets more and more painful to the point where it hurts to bend/walk. I ice it before the shot. My husband rubs it after to disperse the oil and i put a heat pack on it. I also do the shot in the upper outside quadrant (above the crack and towards my hip, not spine). I alternate sides each day too. This is day 3 of them, so maybe its something i just have to get used to? Any tips besides what i am already doing would be appreciated.