Love that you had a good experience. I perform these procedures semi-regularly, and in some cases they can be painful (even with lidocaine). Most people tolerate them very well though, I usually compare it to the pain of an IV stick, which most people have already tolerated, but which can also cause some people a surprising amount of distress.
I had one and they Let me walk the next day to other diagnostics, had about 6 months severe headaches afterwards which only were bearable when lying down flat. Glad it went away, finally. If I remember correcly you should stay in bed for 48h after the procedure.
Yes, the possibility of severe and prolonged headaches are part of my consent for this procedure. That said, I'm usually only performing the procedure to help exclude (or confirm) a medical condition with risk of permanent disability or death, so it can be a tough decision at times.