Flu vaccinations already tend to be pretty safe. There is, however, a small portion of those who receive flu shots who go on to experience long-term shoulder pain (e.g., SIRVA), Guillain-Barre syndrome (GBS), and other adverse reactions to the vaccine.
Researchers are now testing “Band-Aid-like patches with dissolvable microneedles” to deliver flu vaccinations, avoiding the potential negative side effects that come with the use of the traditional needle and syringe. So far the results seems to be positive.
You can read more about these developments in flu vaccine research here: http://www.news.gatech.edu/2017/06/26/microneedle-patches-flu-vaccination-successful-first-human-clinical-trial
*Please note for the 2017-2018 Flu Season, the only option available is the injectable vaccine.