When to avoid dependency injection

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Sometimes, when there are a lot of embedded dependencies (if your dependencies have their own dependencies), initialization can be a nightmare.

I very much agree with this, I want to know when I should inject dependencies and when I don't need them.
My current practice is that if the dependency is a toolkit or a stateless method, I would choose to use the global method directly or choose to initialize it internally.
Do you have any good suggestions?