Hah, I don’t know if I would trust injection practices on the farm to carry over to the way I would perform them upon myself!
OP, sure, go ahead and aspirate. If you have your subq injection right, there is almost no chance you are going to inject into a vein, but takes all of half a second to aspirate, so why not. Easy rule: aspirate every injection. That means subq, IM, IV. I’m going to aspirate when I want to see blood just as much as I’m going to aspirate when I don’t.
As far as the air bubble goes, I’ve never heard of this, and don’t see any reason for it. After hundreds of subq injections myself, I’ve never done this and never had a problem. That said, if there is an air bubble, it’s not an issue, either.