Thorn in the heel is a foreign body in our body. If this is diagnosed, the foreign body must be removed. However, I am not sure if you have thorn in the heel. A thorn would lead to infection and pus formation; I suspect your diagnosis is plantar-fascitis. It is in plantar-fascitis that local injections are given. I would not recommend any more injections. You could have an anti-inflammatory medicine to take care of the acute pain but this may need to be taken for a long time. You would need to wear soft heel slippers, avoid walking bare foot on hard surfaces. Always wear a footwear like Hawaii chappal at home. Special heel cups are available with chemists, which can be worn inside your footwear. You also need to exclude conditions like diabetes, hypothyroidism and some varieties of arthritis. The problem has a natural history and eventually it will settle on its own without leaving any disability.