Progesterone in oil injection reactions

I just completed my first (failed) <a href="https://glowing.com/glow-fertility-program">IVF</a> cycle and was doing a progesterone in oil injection daily in my upper butt. I started the second cycle and will have to do the PIO injections daily again through the 11th week of (hopeful) pregnancy. However, both sides of my butt cheeks have been itchy and numb. I talked with my Dr about this, and she said that this is a common issue with the PIO injections and that I could switch to progesterone vaginal suppositories instead. Does anyone have any experience with either the PIO injections causing this type of reaction or with the suppositories? I am not sure which is the lesser of the two evils at this point. Thanks!