I started Progesterone in Oil (PIO) injections this week. Shall I compare them to a summer's day? No. Maybe more like a subzero January morning. An unprecedented winter storm. A flurried downpour of freezing hail. In short, they suck. PIO shots are widely regarded in the infertility community as the most painful. The needles are the longest, not to mention that they must be injected into the upper outer quadrant of the buttocks, meaning there is less landmass , if you will,