Cactus needle stuck in finger?

I was at a local garden photographing the plants and in the process made the ridiculous decision to TOUCH THE CACTI...bad. I put neosporin on it and washed it of course just to prevent infection. My finger is not swollen in the least, but I feel a really sharp pain when I touch a certain small spot of my left index finger. Although it is small, I can see it just fine, but I have tried for hours to get it out and I just can't! It's sooo thin that it seems impossible. I've gotten it to where I can even see it a little above the surface, but no much. I've removed the skin from around the area to the point where it would have to bleed if I did any more, I've tweezed it no end, with no luck of grabbing it, being so tiny, have put warm water on it in attempt to loosen it, which I suppose works, but doesn't get it out enough, and have even tried duct tape and wax strips to rip it out, both just making my finger sticky causing more frustration! Absolutely nothing has worked and I'm getting really annoyed! : / Any remedies besides these you think might work? Wow I've had splinters but this is much more difficult to deal with! I was looking on here and saw something about putting olive oil on it..is this actually an effective thing to do or just another waste of time? Thanks in advance, I know that probably a rare amount of you have had this dilemma, therefore may not be able to answer, but any advice will help!