My doctor never said anything about a shorter needle! That would probably help a lot. I will definitely be giving my office a call.
Though as I said, this time around I have only had one shot that really hurt badly as soon as he stuck it in. Not sure if my husband uses the "dart" method - to be honest I could handle giving myself all the other subcutaneous shots, but I am a complete wimp about that "big" 1.5 inch needle. I don't look.

We alternate sides every night, which at least spreads out the pain. I have a lot of food allergies especially to peanuts, so I get my progesterone in an oleate base instead of a sesame or peanut oil. I'm not sure what kind of difference the type of oil makes other than the allergy thing.
I know what you mean with the pain, my hips and lower back are not in a happy place. So far I'm still walking OK, but I definitely get a strained look after I have to sit up for a while, like at my computer at work or in the car. It's almost impossible to sleep on my side, which is how I usually fall asleep.
Hopefully the shorter needle works out well for you (and me, if my dr approves!) Good luck!