I have done it once... through my nail and then the needle bend can came out the top of my finger. it was interesting. but I was free motioning a christmas present close to christmas. I pulled the needle out and bandaged it up and started again.
I also cut a good chunk out of my finger with the rotary blade last week, just bandaged myself up and kept going. I even added a 2nd quilt to the frame for the LA and finished it up. but that one I didn't trim the edges... I now remember why I serge the edged of my stuff.