I had one of those for a while, and it does say you should only use each lancet once. Realistically, I don't know if there are any real risks to reusing them though?
I have been mostly reusing (up to a point) both the lancets and insulin pen needles. I don't go overboard, i.e .weeks, but ... how much contamination is possible? well... i never reused syringes, however. The idea of doing that makes me wary.