Bloom OB/GYN offers nitrous oxide/laughing gas for pain and anxiety during IUD insertion which has been shown to help but I know BCBS doesn’t cover the cost so it’s (iirc) a $75 additional charge.

(I opted not to because I’m a cheap ass and instead just asked the NP if I could listen to a guided relaxation video on Youtube and she was more than fine with it. They’re great.)