As people around the world receive COVID-19 vaccines, reports of temporary side effects such as headaches and fevers are rolling in. How many people experience common side effects from COVID-19 vaccines? Chu says the mRNA COVID-19 vaccines generate a particularly strong immune response that increases the risk of side effects, although this also means that the vaccines are working. Some researchers have had their eye on polyethylene glycol (PEG) as the anaphylaxis-causing agent in the mRNA vaccines. The Moderna and Pfizer–BioNTech vaccines use hollow lipid nanoparticles to store and then deliver their mRNA payload to cells.