I am on my first cycle, one week in. So this is just based on my experience...
Unless the pain is from the needle itself, I don't think ice would help. My first shot was on my quads, and I was not able to walk normally for a couple of days, it felt as if my quads were gone...
After that experience, I started using my glutes, and I am amazed on how little pain/soreness I have.
One thing you could try, is to warm up the loaded syringe before the injection. It does seem to be less painful. I used a microwaveable heat pad. But you can always use the uncooked rice on a sock trick, it works just as well. Just be careful, oil-based juice can burn your muscles if you get it too hot.
Virgin muscles would always be more sensitive, though.
Good luck, post any updates so others can learn different techniques.
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