Using a spring-loaded device to penetrate the front tip of the finger or thumb may result in more injury and pain than necessary. Here’s an alternative. Try using a lancet, which has a shorter space between the needle tip and the plastic base, on the back of the fingers and thumbs. The plastic part of the lancet would stop any further penetration and be much easier to use.
Simply place the opened lancet on the back of the finger at various positions around the U shape where the nail meets the finger and penetrates the skin gently 1 to 2 mm from the nail. The pain is less because one is in total control of the amount of the pressure applied and depth penetrated, and also because there are less nerve endings in these positions.
I have found the least painful position to actually be at the bottom area of the U shape rather than the sides. There is some variability involved and it is important for the individual to experiment to find out what is most satisfactory.
The force applied and depth of penetration by spring-loaded devices currently available cannot be varied sufficiently and may often be much more than is needed to draw the blood. By pricking the finger in the above way, various controllable forces can also be applied more responsively, resulting in less injury.
Some things to consider:

Technique 1 – Use a lancet at the base of the fingernail to draw your blood sample.

Technique 2 - The sample should be less than what you get using a spring-loaded device but still sufficient for testing.

Technique 4 – This testing technique means fewer or no calluses on the fingertips.
Tip of the Day courtesy of Ron Raab B.Ec.
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