Sounds like a lot of jabbing to me! I would discuss the results of your first dry needling with your therapist as they can advise and progress or alter treatment as they feel the results of the first indicate. I feel that it is to early to comment on the results of their first treatment and your symptoms as each case is different.
In general pain induced by needling can be beneficial as it causes a response to the stimulus. I have had acupuncturists say you won't feel much and other that twist and turn the needles until I feel pain, which some say is necessary to elicit a response. It's a wide field of discussion but I would not think one needs a cortisone injection into their biceps tendon! Ouch...