My Mikey gets VERY stressed at the vet, and he handles insulin injections just fine. I give them while he's finishing up his breakfast and dinner and he never even notices.
You do NOT need to feed the expensive DM food! The canned version is OK, but many cats don't like it very well. You want to avoid giving any dry food at all...think of it like feeding a human diabetic candy and French fries. Most of us feed low-carb canned foods-we aim for under 7% carbs in most cases. The tricky part is, you can't tell from the can what the % of calories from carbs is. Luckily we have a wonderful chart that gives this info. Fancy Feast classics are a choice that many people use, along with Friskies pates, Sophistacat pates (soon to be relabeled as Great Choice, sold at PetSmart), Special Kitty, etc. when on a budget. My cat gets Fancy Feast and Sophistacat on a regular basis and switching to a wet diet dramatically lowered his blood glucose before we started insulin. Here's a link to the chart:
http://binkyspage.tripod.com/canfood.html
And that last part is key: a change to a low-carb, all-wet diet can lower BG significantly. If you have not yet started insulin (and you can probably hold off a few days to make the switch; talk to your vet), you can make the switch relatively quickly (I went cold turkey, but many cats get upset tummies at a fast change like that) and then start insulin once you have new glucose numbers for the adjusted diet. If you have already started insulin, make the change to low-carb wet food slowly, as it is likely to significantly lower the BG numbers...which would also require a reduction in insulin dose.
Now, about those BG numbers...most of us test our cats regularly at home, and it's very important to do so. You can use an inexpensive human meter (the Relion Micro from Walmart is a popular choice as it's inexpensive, easy to use, and has the least expensive test strips. You have to buy strips separately. The meter is about $9 and the strips are cheapest in bulk-100 for $36)
For cats that get stressed at the vet's, home testing is even more critical. Stress can cause BG numbers to skyrocket (or, in a small number of cats, drop). That means if you dose your cat with insulin based only on readings at the vets, it may end up being too much. Too much inslulin can lead to hypoglycemia, which is potentially fatal. Your vet will likely recommend you get insulin curves done (testing every two hours over a 12-14 hour period.) These are very important, but they don't necessarily need to be done at thee vet's. I have never had a curve done at the vet's. I do them at home and email them to my vet. It's easy to learn and far less stressful on the cat as well as usually being more accurate. You do NOT need a meter made for pets (SUPER expensive), you just have to understand the numbers are a bit different on both. 70 or so-120 is normal for a cat on a human meter, and I think it's closer to 90-150 on a pet meter. If you and the vet know that, it doesn't matter what meter you use. Some vets, for reasons we don't understand, discourage home testing. You can ask if they would ever recommend a human diabetic not testing regularly! You don't need their permission to do what you know is best for your baby!
If you take a look at the link in my signature that says Mikey's SS, you will see the spreadsheet that most of us use to track our cats' numbers. I'm sure someone will point you to the directions to setting one up-it's easy. Testing is important; you will need to, at minimum need to test before giving a shot and once or twice during the cycle. I tested a LOT before I fugured out how insulin affects Mikey, his curevs aren't normal and he hist his nadir early. You will want to test enough at first to know your cat's nadir. Some insulins (Lantus, Levemir) are dosed on that number, and you always want to see how low your cat is dropping on the insulin, so you can catch a too-low number fast.
This board is an amazing place for help and support!There are people here with far more experience than I have, and I'm sure some will weigh in with even more information and ideas to help you. Welcome!