it's not recommended to use any essential oils and/or petrochemical products in pregnancy, however, pure essential oil of lavender is relatively safe to use, especially after the first trimester. it is gently warming for muscle aches. chamomile teabags made into a warm poultice will help after the initial first 24-hour icing of an injury, as will boiled cabbage leaves. i'd be more inclined to go for a heat poultice than any essential oils, just in case.

btw - i'm a massage and remedial therapist, trained in aromatherapy too.

hope that helps!