Brother..remember your body may respond better to different methods of inserting the pin tip. Meaning instead jamming in quickly, some people (like me) respond better to a slow steady pushy while pinching and releasing the quad. Remember virgin muscle will always be painful the first few times. It doesn't mean you did anything wrong. I like MegaTron28 advice about the delt..3/4, also with quad I go about 90% with tip and hold with other hand to keep steady while injecting.
If you're already going slow and steady, maybe try pinch the meat and a quick thrust.
I find delts are definitely the best and least painful. If you're injecting a few times a week and have 1 delt, 2 quads, and a glute to rotate between. You'll be much happier.