Having started recently I didn't like the thought of doing glutes it seemed more awkward in my mind to do than quads. PIP was pretty sore when crouching for the first 2 pins in each quad. But your muscle definitely gets used to having oil squeezed in. I've pinned 4 times in each now and aren't getting any pain now really.
Infection wise just make sure to use separate needles to draw and shoot and alcohol wipe the area. I've never had any redness or pain in the actual injection site of upper quad. I felt most of the pain near my knee cap when bending down.
After your first pin you'll realise there's nothing really to it. Slow injection, warming up the oil and massaging afterwards all help a lot IMO. Also you'll find some spots hurt like hell to stick the needle in due to nerve endings, try relocating like a cm and it may not hurt at all!