Looked to me like the needle went into his fingertip rather than directly under the nail, but maybe that's just a result of angling and/or whatever trick they used to make it (I'm assuming retracting needle, but maybe it was a prosthetic hand, or both). Not really interested in pausing it for a screencap.
I've only been half-enjoying this season tbh. It just seems to be going nuts for the sake of going nuts, rather than moving toward some overarching point... which was what made the first season so interesting. Then again, I dunno how anyone could follow up that first season with something equally good, so they sorta doomed themselves right off the bat.