I had a rough dog catch one one time and he had them plum back in his throat. The vet told me he needed to look carefully in the back of his throat because he had a dog swallow a quill and the quill worked its way all the way up through his artery on the way out. The main thing you want to make sure of if you pull them yourself is that you get the whole quill out cause if not they will blister up real bad.
This is him at the vet it took the vet something like 3 or 4 hours to pull them all out!!