The only risks for HIV transmission in adults are:
1) Having unprotected anal or vaginal sex, or
2) sharing intravenous needles.
Nothing else you can think of, including the event you mentioned, would put you at risk for HIV. A lancet is NOT a needle with a syringe.
If you are performing this test on other people as part of your job, you need to talk to your employer about infection control, and about your unfounded concerns about HIV.