Does anyone give iron shots? I hate pills but pregnant and low blood.

Yes. Iron injections are possible but painful. In the past, iron infusions were considered risky because of a high possibility of anaphylaxis (drug reaction). Fortunately, we now use iron sucrose (venofer) which is very safe, given IV as needed & rarely causes problems. Ask your OB if you truly are unable to take iron pills & if your hemoglobin is less than 8 and if it is truly from iron deficiency.