When my hands were so bad...when I was 5mos pregnant... I went to a physiatrist rehab MD on referral from the OB/GYN.

After examining me carefully and listening...she had the equipment right there on her table. She knew just where to place the electrode needles and it only took 3 sticks on each arm to confirm how badly my arms really were. That was a very fast EMG and I wasn't even prepared for it. She evaluated it right there. This was 30 yrs ago, and things may have changed.
I showed 80% loss of function in both arms and hands. And she gave me the option for steroid injections in the wrists and I had the right one done, so I could function, but was worried about it all for the baby and didn't do the left. The steroid helped the terrible pain I had while sleeping (like boiling oil going down my arms), and she had me do the wrist splints 24/7 and they helped too. About 90% resolved by the 3 day after delivery, which she said may happen.

I don't recall it being painful, just strange. And since my arms were so bad the needles were nothing really in comparison.

I think it probably varies depending on how thorough they need to be, etc and who does the test. For me I got to see the results right on the window of the machine with her. I got the feeling she was sure about me, just needed confirmation as to degree of the problem.