Monofillament won't work so good. Spiderwire and those other superbraids will work just fine. And plain old cotton sewing thread will do all you need to trap down a splinter once you have a good soaking of glue on it (doesn't even have to be superglue....wood glue works too).
If you are desperate, take a scrape of brown paper from an old paper bag, smear wood glue all over it and across the area around the splinter and smack it down like a patch. Squeeze out any extra glue and air bubbles and let it dry. Not pretty, not classy, but effective.
