Do Kenalog injections regularly cause a fat atrophy/dent?

I had a kenalog injection today for my hay fever in my left buttocks. I am worried about a fat atrophy and want to know what I can do to prevent it happening in case it's on it's way. E.g. Is massaging the area and placing a hot cloth on the injection site a good idea? I was also wondering, how soon would an atrophy typically appear. Also how common is this side effect?