Rewatching No Country - why is there glass in Moss's shoulder?

When Moss goes back to the drug-deal-gone-bad to give the guy some water, he is discovered by more mafia-type Mexicans who begin chasing him.

As he jumps in the water he is shot in his shoulder with a shotgun, I think. Later, when he's tending to it, he pulls a piece of glass out - in fact that's all the movie shows him pulling out is that one piece of glass.

Why did he have glass in his shoulder if they shot him with a shotgun?

Also any other interesting ideas about the movie are welcome.