Rarely. The bar for “worth a try” is fairly high for invasive treatments. Even “minimally” invasive ones like injections should only be considered when at least their safety is established (and it rarely is). What you really need is clear, consistent evidence of non-trivial benefit across several good trials before anything injected is “worth a try.” Before that it’s more like “hey, it’s your knee, don’t stab it”!
Of course, what’s worth trying is always a very personal decision, because it’s as much about risk tolerance and desperation levels as it is about the treatment. But my point is that almost everyone should be wary of needles filled with mysterious meds. For an example, see Does Platelet-Rich Plasma Injection Work?