Well, we thought we would try it and IT WORKED! After the shots were complete, we rubbed in a small amount to each injection site and put the band aid over that and our baby felt much better.
We decided to space out our vaccinations by a week or so, so we only had two shots to deal with at the time, but our son was happy as a clam after the little "life hack" we tried.
Maybe it's luck, maybe it works, maybe it's Voodoo. When you have a kid, you go take any small success you can muster.