I got pregnant via donor eggs but not because of an oopherectomy. I know what you mean about those PIO shots - numb your hiney really, really good and that'll help. Try massaging the area afterwards (gently) as well.
Even though I had some ovarian reserve, my ovarian function was completely suppressed before the cycle so I had to take all synthetic hormones as well. I wish you good luck and SSBD!!!
Unfortunately I don't have any experience with a double oopherectomy and donor IVF, but just wanted to wish you best of luck! I'm also moving to IVF (starting the meds in March). Hopefully it will work for both of us!
:-)