Dear Jhilmil,
Health workers avoid giving multiple injections simulataneously, citing parental refusal (also perhaps reflecting their own fears). However, this is purely based on observation and anecdote. I looked for supporting literature and found two studies (both from developed countries) that seem to indicate the same thing. In case you haven't come across them, the links to the abstracts are provided below.
http://archpedi.ama-assn.org/cgi/content/abstract/149/8/845
http://www.ncbi.nlm.nih.gov/pubmed/19368778
Regards,
Tasnim