I've had the shots twice now, the first time was in the ER after being there all day and them trying to figure out what was wrong with me. That one went great because I was on other pain meds throughout the day and never felt a thing but the relief of finally getting it.
The second time was a couple months later I had another flair up with back pain, but they scheduled me to go into the pain clinic for the shot this time so I had to wait a week or so before getting it. By that time I was in pretty bad shape and barely able to get around. The shot was a little more noticeable that time, probably because I didn't have the pain meds on board already. It was not painful though, I just noticed it more.
I went home that time and had to take it a lot more easier than I had the first time. In a day or so I was up and around and feeling much better. After the second shot I went to PT and haven't had any problems since.
I personally never had a problem with any headaches, hope it all goes well for your DD. Keep us posted.