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If there are just a few quills embedded you can try to remove them yourself. The quills do not have barbs, so they can be removed by grasping them with a tweezer close to where they enter the skin and then gently pull them out. However, since these dogs are often pretty painful, he may not let you do this. Be care he does not try to bite you if you decide to try this at home. If you can remove them all, then you can wash the area with a mild soap and water and rinse well. Monitor the areas for swelling and infection over the next few days.
If there are many quills present, your dog will be too painful to allow you to try to remove the quills at home. If this is the case then I would take him in to an emergency clinic or call your vet and see how they like to have after-hours emergencies handled. He will likely need to be anesthetized to remove the quills if there are many of them present.
I hope this answers your question about how to best help your dog in this situation. Please let me know if you have additional questions.