There is essentially no scientific evidence that it's effective. It works in the same way that energy healing works, meaning it doesn't actually work but can produce a temporary reduction in symptoms due to placebo. Given that there isn't any regulated licensing body or required education to stick a bunch of needles into people which can result in infection if improperly cleaned or nerve damage if improperly inserted I would say the risks outweigh the potential benefits of placebo. And I'm honestly a little concerned about the anecdata being used to support the practice in a science-seeking subreddit, witchcraft or no. That being said, I'm a migraineur as well and I know when I'm in the throw of a several day bout of pain where I can literally do nothing but roll on my bed and moan...well I'd try anything too. If you're going to do this, please be careful and go to someone with a large number of positive reviews. I wouldn't chance it personally, but I get why you would want to.