Applying pressure with your finger/thumb when you inject also helps take away some of the sensation from inserting the needle. I find I get less reaction from them when I do this.
Also, get you some of this stuff while you're waiting for the next feeding...
http://www.reptileuv.com/nutribac-df...r-reptiles.php
Assuming you feed F/T, just warm the rat in warm water, and sprinkle this stuff all over the rat before offering it. It's micro organisms that will help replenish her gut flora, and corrects numerous intestinal problems.
Good luck. Keep us posted.