Yes, you can go back to shots, but something is amiss here for me.  Is it that you have run out of insulin and the prescription has run out?  If so usually the pharmacist will give you a bottle until the doctor can refill the prescription. Pharmacists most of the time will not leave you stranded without a bottle to cover.  I have had this problem when I have run out and forgotten to preorder a few days in advance of the bottle running out, but my pharmacist has always covered me. 

If this is because you have an old pen in the fridge, then I would caution the insulin may not be good.  Insulin, in a bottle, has a very short shelf life, which is about 2 months or if the bottle is open, it is about 30 days.  I had my doc write a prescription for insulin pens in case I needed them and I had her leave the date off the written prescription.

If you do decide to go back to shots, you should call the doc oncall and ask for help to make the switch.  (They could also call in insulin for you!)