Reports about cases of anaphylaxis to mRNA vaccines have created anxiety in the community and could increase vaccine hesitancy in the population. There are no standardized protocols for allergy testing to mRNA vaccines. PEG is currently the only excipient in both vaccines with recognized allergenic potential. Allergy to PEG has been reported with increasing frequency over recent years, often in patients who had repeated systemic allergic reactions/anaphylaxis to several classes of drugs before diagnosis. Proposed protocols are based on current knowledge about potential mechanisms of anaphylaxis associated with the mRNA vaccines, and the assumption that polyethylene glycol (PEG) is the most likely culprit. Allergy testing to PEGs and mRNA vaccines is complex and carries the risk of anaphylaxis and should be conducted in a specialist drug allergy center. Appropriate PEG-free emergency medical treatment and supervision should be readily available.