Accepted answer
At 20 mg/mL a 1 mg dose is 0.05 mL — 5 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 18G scale a larger number is a finer needle, so an 18G drawing needle is coarse enough to draw quickly and coarse enough to cut a visible plug from the stopper. If you are drawing 5 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 20 mg/mL each microlitre is 20 µg.
Answer first: use the largest bore you tolerate for drawing and the smallest for injecting, because the two operations have opposite requirements.
Very fine needles are more prone to bending and to blocking with any particulate, which is a practical argument for inspecting the solution before drawing.
On the detail: fixed-needle insulin syringes are supplied in 29G to 31G and cannot be swapped for drawing, which is the trade-off against their much lower dead space.
Coring risk as a function of needle gauge and insertion technique is documented in pharmacy compounding guidance.
Big to draw, small to inject, never the same one twice.