We went through this with Josh in February. We checked blood for two weeks and then he was put on insulin injections. Turned out, his high blood sugar was from a medicine he was on. His levels are fine now.
He was very anxious about having the sticks, even though blood draws usually don't bother him. We tried it all different ways, different fingers, tops/sides, he does it/we do it. The best way for him was with us doing it, using side of the middle finger. It helps to put the finger on something firm and make sure the glucometer is pressed down firmly before releasing the needle. That way you'll make better contact and won't have to squeeze for blood. It hurts more later if you squeeze the blood out of the finger.
I hope it works out. Good luck.