Use a punch biopsy instrument to excise the soft tissue
For non-cosmetically important and neurovascularly low-risk areas where there is a high suspicion for a small retained foreign body, you can use a small punch biopsy tool (1-2 mm diameter) directly over the maximally tender point to remove the foreign body. Apply LET or inject lidocaine with epinephrine before the biopsy. After excising the core, examine it for the presence of a foreign body.
Watch the YouTube video starting around 00:43 min to see how to use a punch biopsy tool. This example shows one with a 4 mm diameter, which may be too large for your procedure, but it illustrates the technique well.
Thanks to Dr. Matt Silver (Kaiser Permanente, San Diego Medical Center) for the tip. He recently removed a 1 mm x 1 mm glass shard from a patient's heel using this technique despite a negative XR and US. Way to go!