Hi, you want to do a subcutaneous injection, not an intramuscular injection. Certainly you can do it in your legs, but you need to 'pinch and inch' Ie. lift up the skin to inject. Use a shorter needled.
The only way to find out if this works for you is to try it. Other sites to inject includes butt, arms (usually the soft under the arm part, etc). Do rotate inject sites, because you can get overgrowth of fat in the areas that you inject all the time (causing bumps and poor insulin absorption).
NEVER inject into muscle it will make your Lantus work like Novolog. Muscle absorbs insulin VERY fast.
Insulin must be injected into fat.
And yes injecting into muscle IS very painful