Those prickles slice right into feet and break, so even if you manage to ease the sliver out, there will probably be little bits left that take forever to clear out and heal. Not pleasant.
Luckily, they stick to the rocky areas, so if you’re on the sand, you’re in the clear (from sea urchins, at least). If you venture over to the rocks, Crocs or thick-soled water shoes are recommended.
All that being said, they are a pretty amazing colour and shape.