I reckon that cortisone shot hurts like the dickens. Popdigr got one for his shoulder. I asked him how it went, and he looked me directly in the eye and said "It was not a pleasant experience." This is a man who DOES NOT bitch, moan, or complain. EVER. I can recall exactly 3 times he called in sick to work in 39 years.
If that man said it hurt, I do not want one.