Oh, I was getting bruises too with the lower settings, but that stopped when I turned it up. I would definitely try cranking it up. I spoke to two nurses who said it was okay to try it, so I don't think it can do any harm. I do find that I feel the initial poke a bit more, but it's sooooooo worth it to me not to have to deal with a second head growing out of my injection sight!
Also, can you see your veins where you inject? I can really only see them in my legs, but I was told to find the veins and then inject around them. This has helped with the occasional bleeding.
Good luck!!! Let us know if you try it and how it goes. :)