You don't have to because the spindle is stuck to a wheel and can't get away. Spin another arms-length of yarn. The direction of spin is reversed briefly between spinning and winding to unwind the yarn wound to the tip of the spindle so the spinner can wind the newly spun yarn into a cone of wool at the base of the spindle. Same as on a drop spindle, if you think about it. But my guess is that the author's idea was that she pricked her finger on the quill that was being used on the fictional wheel.
Quills are available for some wheels still and are used in place of the flyer assembly.
I have used either a soft rubber ball with a hole cut in it or a cork. This is particularly important when doing demos in public or when spinning around children. I use my quill for spinning paper. But the Quill is meant to be treadled, not turned by hand like a great wheel. I suspect it might put quite a strain on the leather parts on the older models and would make them wear or stretch.