NEVER OPT FOR GUNSHOT BODY-PIERCING! (That is opted by newbies or laypersons or traditional earpiercers which can have awful consequences!)
Opt to go to an ENT Surgeon who will use a wide-bore double-beweled surgical needle to do it. As it's edges are extremely sharp, they will slide through your baby's ear lobes most atraumatically with almost no pain! Then he will insert the pure gold/silver/platinum/stainless steel earring/earstud through the needle bore before withdrawing the needle.
Next Steps
If you are in Bengaluru, do drop in to my clinic for a body piercing after taking an appointment using this app.