I've already had splinters that had broken-off underneath the skin and could not get to them. I use an ointment called "Good Samaritan" that is truly fantastic. Smear some on a bandaid and cover the area. It tends to draw them out. Sometimes it may take a few days. This company has been around for more than 60 years (I'm almost 60 and my mother used this when I was a wee lad). It is good to take soreness away, after digging the splinter out or other maladies. It can be used for quite a few ailments. Check the ingredients before you use to confirm you are not allergic.
I have no affiliation with the company whatsover; I'm just a very satisfied customer. I buy it for my daughter to use on their children.
http://www.goodsamaritan.com