Soak your finger in hot salt water until the water gets cool. Only get the water as hot as you can stand, not hot enough to burn. Then squeeze until the splinter shows itself and pull out with...
Find which way the splinter went in and squeeze it out so it comes out the same hole. you may have to prick it with a needle and scoop it out.
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Alternatively, a bright light and a pair of tweezers...
because when the current and texture relase into your skin when the splinter goes in, it reacts with the wood current when removing from your finger. Also wood is a highly recommend able with injury...