Sadly the ability to throw an object trough another person is not humanly possible for a few reasons.
I’ll not go into mathematical explanations and use lemmas terms for simplicity… and because I don’t know the math of the top of my head/am to lazy to look it up.
a) The object in flight would need a lot of kinetic energy to pierce through the subject.
a2) Meaning you would need to throw it really fast.
b) The object would also need enough momentum to maintain that energy on impact.
b2) Meaning you would need to be throwing a heavy object really fast.
c) The object would need to be small enough to not catch on the subject as it passes through the wound.
c2) Meaning this heavy fast moving object needs to be very small and thus very dense.
For reference a Ballista fires a relatively high weight, low profile projectile at great speeds. This can put a arrow through you. Can, not will, as the chances of shooting clean through someone are still low. Something thrown? Unlikely.
On an alternative note, guns fire dense, small, very fast moving projectiles so they are three for three for penetration. The only problem is that most bullets deform on impact resulting in addition damage to the target and not a clean hole through. There are of course exceptions to this, namely any bullets intended for armor penetration are made to not deform or deform less on impact and thus cut through the armor or in this case a person.
As for lodging it in the target to cause pain/impairment that is a quite possible outcome. Unfortunately I have no idea how you would implement that mechanically.