I would try a drawing salve. I can't remember the name of the stuff I have, but it's almost a black tar and will draw damned near anything out of your skin. I've used it on slivers and ticks with good results; can't say I've ever had powder stuck under my skin but I'm surprised the ER wasn't a little more worried about the side effects. Or couldn't offer you and advice on how to draw it out. I would try the salve on some powder not in your arm to see what it does first.
I'd be worried about using something to break it down, especially in your skin. I wouldn't want that crap floating around in my blood stream any more than it already might be.