Yup. Methotrexate before they went to pen injectors and MTX and Humira pens.
It's the first one that's difficult - in my case, I grabbed a suitably non stretchmarked or veiny bit of skin, lined it up and treated it almost like playing darts. Once you've done the first one, the others are fine.
The general technique is Be Confident. And make sure the alcohol from the swab has evaporated before you inject, as that can make it sting a bit.
What might help him is to cool the site with a frozen pack briefly, as that means he won't feel the actual penetration on the surface. It's far cheaper than wasting money on a cold spray or EMLA cream, too.
DP does my pen injections, but that's because my thumb joint and hands are playing up - the prefilled syringes were easier for me to operate. If he wasn't around one day, I'd have to do it two handed/cack handed, but it's easier and quicker for me to have him do it whilst he's here.
It's a really, really important skill to have, as you can't guarantee there will be funding or somebody else around all the time to do it.