I can't really access my glutes with any real comfort that I won't move, so I always go for the thighs. Just started prop myself and it's definitely not painless but it's certainly well within my pain threshold.
I have heard a lot about the sterile grapeseed oil though.
The pain comes from crystallization of the testosterone as the esters are removed. It happens relatively quickly comparatively and causes a response similar to that of an actually knotted muscle (muscle knots are caused by sugar crystallization from poor blood flow usually caused by trauma). The only remedies I've read about that make any sense are a hot damp cloth after the injection and anti inflammatories.
Rubbing the injection site after the injection can make things worse because the oil is an irritant to the muscular tissues, however, massaging it with heat the next day or two because the oils should be less concentrated if present at all (I think).
I'll be experimenting with pain relief remedies as this cycle continues because I'm sure I'm going to get a build up at some point. I'll post what I find.