Every time I have had a cortisone shot, the doctor used a very fine needle for the local anesthetic. The doctor can add some sodium bicarbonate to the zylocaine to reduce the sting of the zylocaine. It is just momentary. Not like getting a nerve block shot right into the nerve root. Had that done a few times. Ouch, but then quick relief.

Often, the best at procedures like this are anesthesiologists.

Hope you have a good experience and good result.