He just had his breakfast and I gave him his shot immediately following. He ran and hid afterwards! I don't want him to associate "eating" with a pin prick, let alone associate me with pain twice a day. He is still hiding under the futon and will not come out. Not off to a good start...
Welcome!
I've always given Bandit his shot with his food and he's never even noticed me giving him the shot. The syringes I use with Bandit (3/10cc, 5/16") have very small, fine needles. Insulin shots are also given subcutaneously, so you should only be injecting into the skin and not the muscle under the skin. Cats don't really feel subcutaneous shots, so if he's running and hiding it's probably because he senses you're nervous, or he just doesn't like that you're doing something new and strange with him. If you continue to give the shots at meal time, eventually he'll associate the shots with food and you won't have a problem.
Similarly, the ear pricks we do for home testing don't hurt the cats--they have less nerve endings in their ears than people have in their fingertips. Again, they just don't like that you're you're doing something new and can sense if you're nervous or anxious. If you give a diabetic safe treat after each test, they warm up to them very quickly.

Bandit used to get mad at me for poking him 4-8 times a day, and after a month or so of testing he stopped minding it. Now he runs to me, sits patiently through his test and starts purring when he hears the glucose meter beep on.
Don't forget to take a deep breath, and relax. Treating diabetes isn't nearly as hard as it seems at first! The shots and home testing all become second nature after a little while, and both you and Rudy will get used to them. If you want any advice on how to give injections or how to home test, please ask lots of questions over in the
main health forum!