Some people find them very painful and others don't have much pain at all. I think there are different factors coming into play including the technique of the person doing the BMB, the site of the BMB, the pain tolerance and the degree of anxiety.
I didn't like the BMB without sedation but they weren't as painful as you are probably imagining. Relaxation and visualization (kind of like self hypnosis) worked for me. I would visual myself lying in the grass on the side of a lake under the shade of a willow tree and then imagine the sights and sounds there would be. I would imagine a birds call and then try to visual what the bird looked like, then I would watch imaginary dragonflies on the water etc. If the BMB starting hurting I would turn that into part of my daydream and make it seem as if I was being stung by a bee or I was lying on a stick etc.
Sometimes I would be so involved in my daydream that I would get a fright when I realized where I was and what was happening
Hope this helps.
Regards
Chirley