Do you pull the needle out straight after injecting? I leave mine in for 30+ seconds and then remove it fast and apply direct (no rubbing) pressure for a minute. Nothing comes out, not even blood after that. I don't even use bandaids.
Another conservation technique, leave a small air bubble at the top of the syringe, at the plunger, and that will push the T further into your muscle (makes a farting noise that lets you know you're done). And still keep needle in for at least half a minute after that to allow the T to move away from the injection site before you yank it out. Don't worry about air bubbles; they're safe! They're only dangerous when injected into veins.