Is it ok to put orajel on baby thigh before shots?

Yes, but...: Most, if not all, doctors would consider that a waste of time and money. The Orajel will not make a noticeable difference in anything related to the shots. Even the skin anesthetics that doctors sometimes use before starting IV's or doing blood draws need not be used in babies' shots, partly because the shot needles are tiny and the pain is more from the vaccine liquid expanding into the muscle.