I went through this recently with Dd. She had a tiny shard of glass in her foot
She was favoring that foot and everything, it was also starting to get red around the entrance wound.
I *knew* it was in there but couldn't pick it or squeeze it out, and I asked for advice here, and someone told me to soak it. Just soak it as much as you can in clean, preferably warm water (I added a little sprinkle of sea salt). I kept Dd in the bath for most of that night and the next day -- even when she fell asleep, DH or I would hold her with that foot stuck in a bowl of warm water. I also squirted breastmilk on it a couple times.
Then she was walking comfortably again, so I let her be (kept her foot covered with a sock to keep the entrance wound clean). The night after that, I looked and the hole was
gone, and now she's fine. I never did find the offending shard, but apparently at some point her body forced it out.
Now I know I never have to hold down a screaming child and pick at a splinter again!