I've had a few cortisone injections in my ankle to reduce inflammation do to the fact that I have no cartilage left and my joint is bone on bone. The shot doesn't hurt a bit! The doctor applied a freeze spray to numb the area before injecting the steroid so I couldn't feel a thing. The shot worked wonders as I was pain free for about a year before it bothered me again, but I put it down to the fact that I can't give up playing Sunday soccer just yet. If I would have gone on with life as usual, It probably wouldn't have bothered me again. After I had my second injection a year later, I set out on strengthening the rest of my legs which helped a great deal. It still occasionally bothers me but no where near as bad as before & I haven't had to go back to the doc yet. Obviously our situations are different but I experienced good results from the shot.
As far as the shot being done under x-ray, I've had that procedure done as well, except it was in my neck. The x-ray is just used to pin point the exact location of injury, or in your case scar tissue. This way they are shooting the steroid into a specific space in the joint, not just in the joint itself. I wouldn't worry about pain as far as this one goes either. The local anesthetic will have you numb & you won't feel the needle, just pressure. Good luck!
Also, I've had the shots guided by X-ray in my neck