Jodie, I believe that the amount of pain you experience is made worse by becoming tense or fearful. I've had two sessions of EMGs. During the first session, I was alone with a doctor who only spoke when I asked him a question. I found it painful.
During the second session, my husband was with me, and we both asked questions while a different doctor talked to us about what she was finding (she was head of the dept. at Hopkins), and while it was not comfortable, I was so involved with the discussion of what she was seeing and learning, the distraction kept me from being terribly conscious of the discomfort.
My advice is to have a loved one with you in the room, who will ideally ask pertinent questions and also help you to be able, later, to remember whatever is said.
I really believe, also, that the strong desire to know my diagnosis made the slight pain rather unimportant. Try to keep your mind off the needles... it helps if you can be distracted by your family member or friend who is in the room with you.
Very best wishes,
Ann