The doctors giving the injections here in Belgium were explicitly told not to aspirate. I asked both of the ones I had. They said it went against their training, but apparently they were told aspiration would somehow destroy the very fragile vaccine. None of them sounded convinced but both refused to aspirate.
You could walk out, but that meant the app by the goverment would not show the "fully vaxed" status. This app was mandatory checked at every bar, cafe, restaurant, theater, ... , and they had to refuse you entrance if not vaxed.