Ugggggh. I know EXACTLY what you're talking about. I loathe hair splinters. I haven't had as rough as a reaction to them, though, as your have!

I don't really know of any remedies off hand - maybe try something like applying liquid bandage or new skin in the areas you have problems to keep the hair from embedding? Maybe a stretchy bandage (like 1/2 of an ace bandage or something) to wrap around your elbows to protect yourself. Not sure. Good luck to you!