How have you run so short? I always make sure I have at least one box of five pens spare. A box will last 50 days or 70 days depending on type of insulin. I order mine every other month, so there is always a good supply on hand.
Speak to your doctor and see if he can prescribe double the amount of insulin you usually have on prescription then you will not be short of them, as long as you re-order regularly.
If doctor seems a bit slow to do this then email the prescription clerk and/or the surgery manager and that should get things sorted.
Or you could change to an independent pharmacy who may be more inclined to phone around and check suppliers
rather than the supermarket. I have just changed to an independent after Loyds in Sainsbury closed down and already found them a better service Good luck.