I don’t know too many insects so spiky that even their spines have spines, but the leafcutter ant Acromyrmex subterraneus is one of them:

Acromyrmex subterraneus - Morretes, Paraná, Brazil

photo details:
Canon 100mm f2.8 macro lens on a Canon EOS 7D
ISO 200, f/16, 1/200 sec
diffuse Canon 430EX II speedlight, off camera