It must really, really hurt.
For
@KansasGsp , we should mention to watch your dog. If you have a high energy, silky furred dog that is normally grease lightning, and then you see them slowing down, check for burs. Biting at feet is a sure sign of burs or snow clumps too.
We used to have newfoundland dogs. Our big male (yes, I hunted pheasants with a 180 pound dog), once got a sore on his tongue. We were worried about cancer. They biopsied the tongue and called me to ask if he could have gotten into burs. Umm, yes, our property is covered in burdock. As you can imagine, it was a constant battle with dogs with that much shaggy fur. He had pulled some out of his fur and got pieces embedded in his tongue, and it swelled up. Thankfully, no cancer.
At least with burdock, they aren't as sharp as cockleburs or sandburs. They sure are like velcro though. I hate getting them on my clothes, because the little barbed pieces can stay in clothing after washing and cause itching when the clothing is put back on later.
I mentioned keeping a knife and scissors in the vehicle. I should have said I kept a knife on me in the field too, in case I had to cut out a cocklebur. Scissors didn't work as well for me in the armpits, because the silky fur would wrap around the bur and pull it right up next to the skin. I had to cut the strands of fur, kind of like filleting around the bur (not cutting skin!).
I also watch for patches of cockleburs and sandburs and get the dog out of the area if I see the stuff. Honey's fur doesn't hold burs, thankfully, but those things are sharp. I hate 'em.
Coconut oil is a great idea. I keep that in my hunting bag to use on feet, in case I were to run out of the musher's secret type products. The nice thing is you can get it in just about any grocery store, and it is solid until you get into the higher 70s, so not easy to spill, yet melts when applied.