Ha, I would say quite the opposite, that the finger prick is my least favourite part of giving blood— it's ironic that taking a few drops could be that much worse than the big honking needle which draws an entire pint, but I guess fingertips just have a lot of nerve endings.

As a diabetic, I've always found that the finger prick for testing my blood hurt more than the insulin needles.

Not sure if the blood center people have a protocol for this but in athletic labs you can sample from the earlobe to take blood lactate readings