How could you splint a broken pinky finger?

Buddy Tape. It depends on where the finger is broken. If there is a fracture of the small finger bones (phalanges) treatment is often as simple as taping the finger to the ring finger. If there is any rotational deformity or articular involvement this must be corrected and occasionally warrants surgical intervention.
See below. You can use a popsicle stick or tongue depressor and tape.