Yeah,
I used to ice it, even when I was doing slin injections with a 30g pin. Just took up too much time and just ended up gritt'n my teeth and just putting it in. One thing that does help is the alcohol, it seems to have a numbing effect on the area anyway. I used to swab the alcohol on any stick myself when it was dry, OUCH!, but with the alcohol still wet i can't feel it at all.