I have seen those types of instructions on some of the videos for giving insulin on youtube. Once you insert the needle into/under the skin, they tell you to draw back a little on the plunger (before depressing the plunger). My understanding is that was to make sure you weren't in a blood vessel. If you saw any pink color in the syringe, that means you were in a blood vessel and you needed to pick another spot (because you don't want to shoot directly into the bloodstream.)
This is much less a concern when you are shooting "sub Q", because you theoretically wouldn't find a blood vessel that close to the skin. If you were shooting into muscle instead of just under the skin, you'd have a better chance of hitting a vein or artery.
However, I never read or saw anything that recommended you check for "air". I suppose it would mean that you had poked too far, and the tip of the needle had made it all the way through the tented skin, and came out the other side. The likelihood of doing that is small, and it would usually result in what we call a "fur shot".
But, I would think, even if you were in the right place, lifting up the skin to form a tent, and under the skin, if you drew back on the plunger, you'd still be able to to it. I don't know if it would be "air" our some other body fluid, or whatever, but I don't think it's like a "vacuum" in there, where you wouldn't be able to pull the plunger back. Not sure if anything at all would come back into the syringe though.
I think you've been doing it right. If you haven't felt a wet spot after you shot the insulin, then you got it under the skin between the skin layer and the muscle layer. Sometimes the cat will move, and it will cause the needle to poke beyond the tent, or pull out of the tent - a "fur shot". Otherwise, I think you're okay.
Carl