I've got quite a bit of experience with IV and IM MXE, although I prefer to IV it by a long shot, pun intended.
It takes a few moments to hit, once its all in, and there is a very noticeable and unique taste, I always taste it when I shoot MXE, lol thinking about that taste is making me wish I had some now

There is usually time to walk to the bathroom from my room (it isn't far), clean the needle, cap it and put it down, as well as put on some music and clear off the bed before it fully kicks in, and then it hits suddenly, and bloody hard.
Actually, I don't bother to do it any other way since I tried shooting it up. Never noted any nasty side effects from doing it IV.
Always micron filter, try to use a fine gauge needle, as has been said, and swab the IV site with a bit of denatured alcohol, IPA, vodka or other spirits will do if thats what is to hand. I use either a 28g or 30/31g needle, myself
I have noticed, that MXE from several suppliers seems to contain a considerable degree of insoluble matter. At first I thought it was just some synthesis byproduct, or that perhaps I had reached the maximum solubility of MXE in the water I was using to IV with, although considering I use 2.5ml rigs that seems unlikely, MXE appears to be highly soluble in H2O.
On examination of the particulate matter, I suspect its possibly plastic, it will not dissolve in ANY amount of water, regardless of applied heat, nor is it soluble in either ethanol, isopropanol, or naphtha.
When I next get some, which will be as soon as my supplier gets back to me about my order, I intend to test acetone, benzene and dichlor. As ketones in general make good solvents for many kinds of plastics, and methylene chloride is well known for being very aggressive towards plastics as a whole. Although having shot the stuff unfiltered before, when I was already high as a kite on oxy, it doesn't appear to be particularly lethal, at least.
I don't think its a cut, at least not at this end of the distribution chain, as its been in all the samples I have had, from many different distributors. Christ knows what the chinks are upto though, wouldn't be unlike them in that particular industry.