Here is the study:
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3746236/
I use the Dr. Pen off of Amazon.
The way I do it is I wet my hair, and use a comb to part my hair every .75 inches or so, starting on one side of my head. Then I just go front to back or back to front. I basically dab the pen up and down as I move it, I don't drag it. I have not had any hair break or anything, and I ran my fingers through my hair to make sure. I have done it myself and have had someone do it for me. The needles are very thin but you still feel it. Feels like getting a tattoo. The most painful parts are in the front of the scalp. It only takes me about 15 minutes or less.