I was interested in this as I have never really thought to self-needle.....
Decided the best way to see was to give it a go as i happen to have some sterile medical needles

For Science!

- So I did some reasonably shallow piercing (~1cm between in / out, left in for 5 mins) with low(ish) endorphins / arousal for the interests of comparison - it doesn't really hurt, less than a static shock going in (my pain scale), a bit more pain coming out but not masses (& deep aching for a bit after)... Bleeding = none on insertion or whilst in, 4x fat drops after removal & healing is pretty damn quick (used antiseptic wipes anyway because better safe than sorry but unless you are unhygienic with the needles i don't think there is a huge infection risk). only have 2 needles and can imagine it builds as you are adding (both pain & endorphins/arousal).

I know anecdote is not science but it's the closest I can manage xx