Mine have Shearwells tags, EID ones, (I need them for the shep, so wasn't going to order double...) and they were tagged at 4 months as I took them to a show. No problems at all (so far), and the offer of a bit of extra mix straight after tagging was all that was needed for distraction. They did scream for a minute or so though, but nothing more than would be expected. No bleeding or infection since.
It's one of these things, necessary by law if actually otherwise completely unnecessary piece of ID, but you just have to get on with it...