Would The Mini-pill Be A Better Option Given Its Lesser Side Effects?

I am 40 years old and have tried combined oral contraceptives in the past. I dont like them as they cause the veins on my chest to become bright blue which I understand is caused by Oestrogen. I heard about the injection called depo provera but am terrified to have it as I have read that it causes bed wetting to reoccur in people who had that problem as adolescents. Would the mini-pill be a better option for me?