It is a very common procedure and done a lot here...The pain depends on the person doing it and the person getting stuck!
Some people have told me that they barely felt and then again others....well, let's just say that they weren't thrilled.
My Rhumy refuses to do them anymore because he says that they are responsible for breakdown of the surrounding tissues later in life...1 or 2xs is fine but not a weekly or monthly basis.
Here they were the go-to protocol for years. Now he says that you feel better for about a week and then the pain comes back and feels worse because you have been pain-free for a while.
If it can help you to move better and not suffer for a while, go for it and report back to us.