Are you using a pen? Four millimeters seems short if it is not. I use 8 mm needles on insulin syringes and never have trouble. Could you be low on iron?
I started with 1 ml per 10 mg thinking that would keep the concentration low. At 5 units (0.5 mg) everything is fine, but at 10 units (1 mg) I get pain, bruising, and bleeding. The 32 g 4 mm needles are tiny and thin. Three of us injected at the same time and only I react this way. I used to think I was just overly sensitive to needles, but now I wonder if it is my skin, since I am very flexible and bruise easily. That might explain why I dislike needles so much. Has anyone tried using less liquid? I am worried about going higher because the bruising is already bad. I do apply lidocaine and ice for about thirty minutes beforehand. Does anyone else run into this?