Should I return to the ER to have my fractured pinky re-splinted? I fractured my pinky yesterday and went to the ER to have it splinted. However, I believe the splint was put on incorrectly (it's weirdly bent and was cutting off circulation).

Yes.. Yes. If it is only a day old, it will be easy to reduce again if the reduction has been lost. Also, some finger fractures are unstable enough that they cannot be reduced with a splint and will need some type of operative reduction and stabilization. Having said that, I would return to the er to have the splint adjusted. If you are not satisfied with the reduction and appearance of the finger, you should see a hand surgeon (see link) sooner rather than later (within the next few days.) good luck!
If. If you are concerned about circulation you should return to the er right away. If you cannot, you can try to gently loosen the splint, however if your fracture was reduced (put back in place) the splint may be there to hold the fracture in that new position and you should NT just take it off. Typically one splints the distal and proximal interphalangeal joints (near the nail and the joint above it) in extension or straight and the metacarpal phalangeal joints (what we commonly refer to as our knuckles) in flexion. However swelling after a fracture can make a bandage get tighter and even if the bandage is not tight a flexed joint can compromise circulation if the finger swells too. Best to go back to the er or follow up with a hand surgeon in your area quickly. But if your circulation is compromised do not wait.