This will probably sound strange, but since you asked I'll add my advice and story.

I've had similar problems with my feet, mostly heels and ball of foot since 2007. Not megellons disease, no crawling creepies, sores or rash.

But something that feels like glass splinters working their way out.

Anyway, happens suddenly for apparently no reason that I can figure out, yet.

In case what you have happening is similar to what is happening to me, here is what works for me.

I soak my feet in hot water with sea salt, take a magnifying glass under bright light and try to locate the exact spot where it hurts. Then I sand off the callus on that spot until a semi-whitish spot is visible. The latest spot on my heel is shaped like a triangle.

Take a needle and gently prick this spot with a flicking motion. No need to dig, or make a hole in your foot to get it out. Once you open up the skin it will pop out.

Appears to be some sort of mineral,something like a piece of hard skin..or sometimes a cluster of semi-transparent rods maybe 1/8th to 1/14th inch long..neither object seems hard enough to puncture the skin. The rods are brittle, but not strong. Looks just like the pieces that come off of the mineral Selenite, the clear variety..

I have also had what appears to be fine black hairs with no roots come out..had on on the side of my little toe where no hair ever grows.

Once the object is out, the pain is gone, no festering and the spot where it was looks like nothing happened..That is if you don't make a hole to get it out.

You might not get all of it out the first time, but even getting a little out will greatly reduce the pain. Nice to have someone help you as it if hard to work on your own heel.

Hope this helps..