If simple tweezer removal won't work, putting hydrogen peroxide on the skin where the splinter went in is one tactic for removal, reports Natural News. Even if this strategy doesn't work, it helps disinfect the area. Placing duct tap over the splinter for 30 minutes and then removing may work.
For a small splinter, Natural News recommends using pantyhose to snag and pull out the splinter. Applying fresh onion or tomato slices may cause the splinter to surface. Mixing baking soda and water into a paste and applying it overnight with a bandage may let you pull out the splinter the next morning. A similar tactic is to put a small piece of bread under a bandage overnight and then pull it out the next day.