Needle play (sometimes refered to as play piercing) involves the insertion of a needle underneath the skin. Usually this entails both an entry and exit point for the needle. If performed in this manner, it is just like having a piercing except that no jewelery gets threaded through. Less commonly, there will be only an entry point with the tip of needle remaining under the skin. However, this latter case is usually seen in injection and infusion play where sterile saline is administered through the needle into the body in varying amounts.
If you're looking for a reason to incorporate needle play into your ponyplay/veterinary play scenes, you can include it is as "acupuncture" treatment for your pony (quite a few bio-horse veterinarians offer equine acupuncture, so this is not an unrealistic veterinary procedure for a bio-equine). Of course, you should include or not include whatever you want into ponyplay, but sometimes it's nice to have a parallel with the bio-horse world.
Some things you should do if you want to try needle play:
Some things not to do:
Pain during needle play is determined by two major factors:
Places to buy needles and other supplies for play piercing: