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I’ve loaded my pen and the nitrous oxide expelled from the device right away.

This can be because...

White piercer remains in the chamber from the previous cartridge. Look inside the chamber and check to see if you can see the remainder of the piercer from the last cartridge. You should see the silver on the inside of the device and not the white from the piercer. Putting another piercer on top of an existing one means you are raising the button piercer, causing the cartridge to get pierced prematurely. Please see the images on the right of CryoPen® with piercer and without:Screenshot 2023-08-02 162152