It's not always possible to avoid needing a splint, especially if you're using one to treat recurring pain from a chronic condition.
Following first-aid practices can help with finger injuries. If you jam a finger, you can treat it right away with ice and rest to see if the pain subsides. Don't resume activities if you continue to have shooting pain in your finger, as it can be a signal that you need a doctor to assess the injury and prescribe the proper treatment.