I find it better to run the loaded syringe under hot water immediately before I inject. 1ml of fluid will soon cool down again during the preparation time.
I don't go along with the comment that the body gets used to the substances which cause pain. I use phramaceutical grade enanthate, sustanon and deca at various times and never suffer a painful injection site no matter where I inject. I do notice a very dull ache in the muscle at some sites a day later from time to time, but it is very minimal.
....However...I used some UG propionate for awhile last year and it caused extreme pain everywhere I injected it. The pain was so bad in the glutes and ventroglutes that I'd be limping around for a week.
If you get this pain more than once, I'd suspect the gear and throw it out.