Looks like the hole goes all the way through... I would try to keep it as clean as you can... other than that, I'm not sure what you can do for it... haven't had any injuries like that...
@Amiga got any suggestions for this one??
I may have responded to this on another thread (about duck feed, perhaps?)
Initially I would treat to prevent infection. I was wondering - so I will share here - if comfrey salve might help heal it. It is said to help bones knit... and German research indicates it does help stimulate the growth of healthy cells.