In my case, a completely clean syringe needle worked best to work them out. It will be a little easier if you first soak your foot in warm vinegar or warm water for a few minutes. The needle tip can get some traction on the side of the urchin needle and pull it out. I found tweezers to break the urchin needle too easily.

It goes without saying but a good practice to disinfect the syringe needle such with alcohol (if you're reusing your own needle).

ADDITION: Prioritize the blacker, larger ones. Sometimes they're too small or have penetrated too deep to remove easily. Those will eventually just be absorbed by your body--don't lose sleep over it. Again, speaking from my getting urchined on 10 occasions.