In short, yes.
I started pinning with a 4mm needle, in a pen. The sting was almost instant and then tapered off throughout the day. The following day I would have a bit of a welt but no pain. The day after that I would have no pain at all and an almost invisible mark.
I jumped up to 6mm as I had heard it reduced the sting. Well, initially that was true. Then it came back just the same as the 4mm pin and lasted just as long.
It didnt matter where I pinned either, all the same result really. I tend to stick to Glutes now. Its a tad difficult to access, but with a pen, its easy enough.
The good news (dont worry, there is some!) is that after a few weeks my welts/sting/pain seems to have really reduced. It could be the 6mm pin, it could be just my body getting used to it. It could also just be ME getting used to it. If I think about it, I can feel it. But it doesnt impact my day anywhere near as much as it used to.
Hope that helps