I really think your problem with the needles is the larger eye. Some brands of needles are sharper than others; I'm not sure about Hemming.
Amazon has Roxanne needles in size 10 and John James in size 9. Why not order some needles online? If you factor in gasoline costs to shop locally, it's often worth it even if you have to pay shipping.
Is it the finger using the thimble that is getting injured? Or the other finger? I am thinking maybe the lip of the thimble is too sharp? Thimbles are such a personal matter, it's hard to make a recommendation about type.