Please don't be scared. Only just seen this, sorry late response. After breaking my left wrist last December I continued to have terrible pain in it. X-ray in July showed break had healed but severe arthritis had set in. So pain was caused by inflammation and Cortisone injection suggested. I jumped at it. It was done end Aug. and since late September I have had no pain, brilliant!
The Doctor numbed the injection site before the injections, which are quite deep, and I didn't feel a thing - in fact I watched the computer screen images with interest throughout. There were 3 places injected. As I had driven there, I was advised to get home before the numbness wore off and sure enough that evening and for a couple of days my wrist was quite sore.
I'm awaiting a recall to check that it worked, but I'd not hesitate to have another if necessary. :0)