My advice would be:
Give LO calpol before you go, it can't hurt and will help if they do experience any bruising afterwards
Take tissues (for you not LO!)
It all happens quite quickly, you will hold LO on your lap and take a tight hold of their arm and leg whilst they jab the upper thigh, then you have to quickly turn LO round and then they'll do the same with the other leg. Make sure LO is wearing something that's easy to expose the leg area and easy to put back on afterwards. Be ready for a big howl after the first jab, your instinct will be to cuddle them but you just have to turn them round quickly and do the next one before you can start the cuddles!