Yes, though the bite is just kinda painful, they got tiny scissors for mouths after all.
The sting on the other hand is more painful/annoying. They inject venom that makes the area rather sensitive and it turns into a weird pustule, the best part is that they love to bite and/or sting in the same exact spot until you force them off their mortal coil. I guess theirs always the chance of an allergic reaction as with any venom, but really they're just a nuisance.