Magnesium Sulphate paste, it draws stuff out, buy it at the chemist, mix it up into a smooth paste, put a big dollop on the skelf (they're not called splinters here
) area and cover with a plaster. It should be out in a few days.
Also good; put your finger in warm / hot water, as warm as you can stand without burning yourself and leave it there for a wee while, they you can do the MS trick again.
Between the two you should manage to shift it fairly fast. Try to avoid picking it too much, sometimes that pushes them back in ratehr than bringing them out.