I don't dart the needle in, never have. For 15yrs I've just been sliding them in. I also don't relax the injection site like most people do, I prefer to squeeze it, makes it easier just to slide the needle in. The sound you're referring to, I've always described it as crunchy, but clicking works too. However, this is usually due to going through scar tissue due to lots of prior injections in that area.

Also, thighs, and I know a lot of guys that would say the same...I cannot inject my thighs with anything. It's excruciating so I've always avoided that area.