I've had these tests done on 4 different occasions due to switching neurologists. They all wanted their own results, not what the findings were the previous time. It's not that bad, but it can take a few minutes. They insert a needle into the skin and run an electrical charge through it and "listen" to how the nerves react. It's not pleasant, but it could also be worse.
They'll also use the point of a safety pin to test your reflexes and sense of touch.