T.M.
I had this done when I was in my early 20's. I was already in the hospital for low platelets so the dr. just did it at my bed side. It was not the most comfortable proceedure in the world but in my experience there are far worse. I think you will be fine doing it in his office if that is the doc's recommendation.
I had it done in the back upper side of my hip bone. I didn't shed a tear during the proceedure and carried on a conversation with the nurse the whole time. I was honestly a wreck after the proceedure because I wasn't mentally prepared for it. You might just want someone there for emotional support though. I don't remember any pain afterward.
Best wishes to you!