There are also doctors that are prescribing vials of semaglutide and commodity needles, and training patients to properly dose up and administer the drug via a standard needle. There's more to it than the auto-injector pens, but not that much more to it. And it does bring costs down, which is important to some. Alternatively, you can just go to the doctor's office weekly and have a nurse there do a traditional injection for you (doesn't help as much with costs, but does bypass the auto-injector shortage).
I agree needles can alleviate the Ozempic shortage, though only if Novo Nordisk decides to sell Ozempic without pens. But not including pens will hardly reduce the price of Ozempic anyway, because pens cost basically nothing (estimated USD 2.83 for a month) compared to the full price of the drug.