mine have just had theirs - given at home, while still on my bed!!
no ill effects at all, and I don't think Trigger even realised the strange lady did anything to him at all - Tiffany put up a token fuss, of course, but she is a little (metaphorically speaking) madam
I hate paying for these vaccinations though, but as I live on my own with no cat minder near I never can be sure I won't need to use the cattery