With tape. Someone just told me this lately when I got cactus splinters impossible to get out. Otherwise with regular splinter I just lift those out with a needle if it can be seen but not reached or tweezers if there is enough out to pinch and pull out. Otherwise, a good sticky tape is best.
Make a paste with bicarbonate of soda and water. Put it on the splinter and cover with a plaster. Leave it for up to 24 hours. The splinter will be drawn out. Tried it once, it worked! Great for cowards like me.