TMJ splints. There are lots of different types of splints, varying complexities ; severities of tmd\tmjoint problems as well as wide range of knowledge and experience of dentists who 'treat' TMJ issues. Step #1-discuss with the dentist who made the splint. If the answer does not make sense and the treatment doesn't help, go to step #2- find a dentist with extensive training ; experience treating these issues.
Other thoughts. Self treat with soft diet, jaw exercises, massage, heat/cold, OTC pain meds. Physical therapy would be next. Occasionally muscle relaxants, biofeedback. Xrays are done for diagnosis. Surgery usually reserved for serious symptoms not responsive to other treatments. Make sure you're being treated by a TMJ expert.
Eval splint . How long have you worn the splint? It can take some time for healing. You may need to have your splint adjusted. A splint is so times used to, help diagnose a TMJ problem so talk to your general dentist or prosthodontist , who is well trained in TMJ therapy, about the next step.
See your dentist. You may have a dislocated disc in your joint. It will take more than a nighttime splint, if this is what you currently have.