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I use the pen and have hit a blood vessel. If you did you would know it. It hurts, it bleeds, it scares the crap out of you. But harmless ( I called the humira line it was my first at home injection!)
I was on Humira (pen), so you can't check with that. I'm on Cimzia and I was told to pull the plunger back to check and to not do the injection if I did. I asked what difference it made since it was never mentioned with the Humira pens and I was told it's not big deal. I guess they're just covering all the legal bases. Hitting a blood vessel just hurts more and bleeds more. No major damage.