Hi Rio,
I just had it once and no it doesn't hurt at all, because the needles are extremely fine and they put them in fast. Make sure the place is reputable and of course use fresh needles(dah). I used to have alot of problems with TMJ and my physiotherapists recommended this battery operated one where the end looks like a pen and when you push the button it stings a little. Amazingly it really helped with the muscle spasms in my jaw. I've also used it for headaches and it works. So I think you should give it a try - it an old technique that's been around for a long time so there must be some merit in it - right? Good luck.