Our Oscar ruptured a tendon in his right leg, the vet put it in a splint, but after three days he nibbled it off, and in so doing chew through the blood supply to his toes 8=(. He then had to have a large dressing on, to enable the wound to heal and to stop him nibbling. He dragged this behind him for the first four weeks, the next week he held it up against him, The dressing was removed a week ago and I'm pleased to say he's half using the sore foot. The worst toe fell off, the middle toe looks a bit dicey, but he's perked up remarklably.
We're very new to Piggle Keeping, but I'd suggest a splint may not be the best option from our perspective. The original injury was must less serious than what he did to himself. You'd think the "OW"! reflex would kick in! Our vet mentioned pinning too, but we didn't go down that avenue. We kept him in a restricted space for a couple of days but he was extremely miserable, especially as we were advised to separate him from his mates. He's now living inside with one of our girls, and is making steady progress, and is so much happier. Restricting his space was difficult with the massive dressing on, as he couldn't manoevure properly.
I hope our experience may help a little.