My vet would say that Millie is very "expressive". He is close to retiring and has seen lots of what he calls "very loved" pets. He said the more loved they are, the more expressive they get, making their displeasure known. He often has pets that start yelping even before he touches them. However, that being said, I think you are right to find a new vet if she's too rough.
See? Our babies are "loved" and "expressive", that's a good thing