You have my sympathy .
I had a very traumatic experience myself about 20 years ago, and it still haunts me to this day. Basically, the vet couldn't find the vein in the leg and was poking around trying to find it. He tried another leg and that didn't work either. The dog was screaming and struggling and then the vet, I think, injected him in the heart. It was awful and I have always felt guilty that I did not stand up for my dog and make it a better experience for him.
These days, I always tell the vet about that bad experience and that I want him to do everything possible to make it peaceful. If we are having it done at the surgery, we take a duvet in to make the dog comfortable and make sure he is relaxed first. We've never had a sedative, but if the dog wasn't relaxed I would insist on one. The vet always uses a very fine needle and seems to do the injection quite slowly. I am pleased to say that the last two times have been extremely peaceful.
Try not to be hard on yourself. You didn't know it was going to be like that and however horrible it was for you I'm sure it only lasted a few seconds for your dog.