My cat never liked the warming sock. You can also put some rice in an old sock and microwave it or 20 seconds.
I usually have to just poke her without warming her ear.
But on really cold ear days, I would lean over and breathe softly on her ear to try to warm it a little and massage it.
Just be sure and reward your cat for even failed attempts because it teaches them to let you handle their ears.
As they make the connection that this activity gets good treats, they start cooperating more.
Are you hitting the sweet spot? I usually had to go up a little higher then the sweet spot, right on the edge and I would get a good
little drop. Sometimes you might have to poke twice.
Are you using a device or freehand?
If you have a finer gauge lancet ( 30 or 31 gauge) then that would also cause you problems.... They are too fine for cat ears.
You'll have to practice getting coordinated to get the drop quickly on your test strip.
It just takes trial and error.
Most people need a week before they get a good rhythm going and cooperation from kitty.