Diablo 4's Soul Splinters are much easier to target farm than you think in Season 15
Match your Splinter to the right Gems, and you can narrow down the grind considerably.
Soul Splinters are a pretty good addition to Diablo 4 in Season 15, but you do not have to leave everything up to RNG. There is a simple way to narrow down the search if you are looking for one specific Splinter for your build.
Seven of the eight Soul Splinters are linked to a particular Gem resistance, and the gems always match one of the Horadric Reserves that can appear in Nightmare Dungeons.
That means if you need a 
Splinter of Anguish, for example, you can look for a dungeon with a 
Ruby Reserve, since Anguish is linked to Fire Resistance. The same trick works for most of the Splinters:
- Splinter of Anguish→ Ruby Reserve
Splinter of Sin→ 
Topaz Reserve
Splinter of Lies→ 
Sapphire Reserve
Splinter of Pain→ 
Emerald Reserve
Splinter of Damnation→ 
Amethyst Reserve
Splinter of Hellfire→ 
Diamond Reserve
Splinter of the Mother→ 
Skull Reserve
The one exception is 
Splinter of the Black Soulstone, because it provides All Stats and not a specific resistance, so there is no matching Reserve to target.
Once you find the right Reserve on a Nightmare Dungeon key, make sure to open the Horadric chests inside it. The matching Soul Splinter can drop from them, giving you a much better shot at the type you are looking for instead of always relying on RNG.
The Splinters often drop in Magic or Rare quality only, but you can put 5 of one quality in the Horadric Cube to get one of higher quality. So for example, if you put 5 
Lesser Splinter of Hellfire in the cube, you will get 1 Splinter of Hellfire.
Escalations Make It Easier
For once, Escalating Nightmare Dungeons are particularly useful here because you are working through three dungeons instead of just one. The Branching Pathways War Plan node is also worth taking, since it gives you two additional portals to choose from before moving to the next dungeon, so you have more chances to get a Reserve affix.
It is still not a guaranteed drop. Finding a Reserve does not mean you are automatically getting a Splinter, so you will probably have to still farm for a good amount of time. The advantage is that you are stacking the odds in the right direction and not just hoping the exact Splinter randomly falls out of everything you do.
There are other ways to pick up Soul Splinters too, including Helltides, seasonal reputation rewards, and the Merchant in the Undercity. But if your build absolutely needs one particular Soul Splinter, do not just farm everything and hope for the best. Find its matching Reserve and start looking for that instead.