When trying to brainstorm how to use explain, show, practice in training my first question is always what character needs help. With your son I would choose courage. Our definition for courage is: strength to stand up even when there is fear or danger. I would start now training in courage and thus preparing him for his next round of shots.
I would work with courage in general and then move to the specific doctor office scenario.
When I think of general courage I think of David or Daniel in the Bible. These stories could be acted out while pointing out the courage they have. You could pretend to be a lion and come real close while encouraging your son to have courage. David is a great example because he was a young boy. His courage was based on trusting God. "you come against me with a sword and a shield, I come against you in the name of the Lord". Help your son feel what courage feels like. Teach him to turn his eyes to Jesus when he feels afraid.
Whenever you see your son be courageous, praise him. "Son, you showed a lot of courage swinging so high, I am proud of you." Whatever it is for him, you know what is hard for him and when he is being courageous.
Once he has learned the concept of courage, encourage him to show courage at the doctor’s office. Yes, there may be fear but he can still control his emotions. Then role play the whole situation. When it comes to practicing shot time, explain it pinches but it is quick. Show him how to sit still and close his eyes. Practice sitting, having "nurse" pull out shot, and with his eyes closed counting or spelling his name or singing a jingle while you touch his arm for three seconds.
These are general ideas, hope they help get the training wheels turning.