My 10yo SWCAH son has been getting Lupron injections for nearly a year.  He didn’t actually start early puberty, but due to an advanced bone age he was started on the Lupron.  He also complains about soreness for a day or two afterward.  We use LMX (similar to Emla), which I think does more psychologically than physically since the injection is so deep.  In general, his tolerance to pain is very low.  Don’t know if that has anything to do with anything or not!

He has also experienced weight issues (from the steroids and even moreso once Lupron was started).  We have also seen mood swings up to a week or so before Lupron is due (obviously not PMS with a boy! :)