I don't prefer to go get a shot everytime an under the skin pimple pops up. If I catch it early I apply Neutrogena On The Spot Treatment (2.5% BP) 2x a day and all but one time this has healed the zit in 2 days. Last week I had a huge one on my chin and for the first time the BP didn't work so Friday I purchased Regenerist and put that on over the weekend by Monday it was not swollen, and barely visible. The Regenerist helped eliminate the redness.
Give that a try. I saw some cortizone shots go bad .. my friend had a very bad reaction to one and she looked horrible.