What size pins are you using? Are you sure you are pinning in the right spot on your glute? I use 25 ga 1" for my delts and quads and 23ga 1.5" for my glutes. Unless you have a super low bf% you should not have a problem pinning in your glutes with 1.5 in needles. But yes you should always push all the way in cause if you dont you might move a little and go into a vein. Believe me you dont want that. It is terrible. When you go all the way in you can hold it firm in one location and aspirate to make sure you are not in a vein.