Accepted answer
At 3.33 mg/mL a 1 mg dose is 0.3 mL — 30 units on a U-100 barrel — and no needle gauge changes that number. Gauge changes three other things: how long the draw takes, how much stays behind in the hub, and how much rubber you core out of the stopper. On the 31G scale a larger number is a finer needle, so a 31G needle is fine enough that a viscous solution draws slowly and a hurried draw pulls bubbles. If you are drawing 30 units at a time, the dead space matters more than the bore: a fixed-needle barrel loses microlitres, a luer hub loses tens of them, and at 3.33 mg/mL each microlitre is 3.33 µg.
For a 4 mm pen-style needle the gauge options are narrow and the choice is nearly made for you.
For injecting, 29G to 31G is the usual range and the difference in perceived discomfort between them is small. Needle length matters more than gauge for comfort at these volumes.
Stated carefully, a 30G or 31G needle through a butyl stopper leaves a track that reseals, which is why fine-gauge repeated entry is tolerable and coarse-gauge repeated entry is not.
Coring risk as a function of needle gauge and insertion technique is documented in pharmacy compounding guidance.
Length affects comfort more than gauge does at these volumes.