Equivalent English phrase for "don't roll around where you've fallen"

When you're in a hole, stop digging.

Michael Josephson has this to say:

Most of us have lied to get out of trouble. From childhood denials (“It wasn’t me!”) to adult fabrications (“The check is in the mail…”), what seem like harmless falsehoods easily fall from our tongues. And then we make up more excuses or tell more lies to protect the first one. Soon the “cover-up” is more serious and credibility-damaging than whatever we lied about in the first place.

The natural tendency to avoid discomfort makes our lives more difficult in other ways as well. Some people damage or endanger their most important relationships at home or work by failing to acknowledge and deal with small problems that then fester into serious ones.

Here’s a useful piece of advice: “When you’re in a hole, stop digging.” Whether our problems are of our own making or not, whether we know exactly how to resolve them or not, the first step is to stop making things worse. Stop making excuses. Stop blaming others. Stop ignoring our strong and persistent feelings. And stop dismissing and discounting what others are telling us about their needs and feelings.

Once we stop digging, we can work on getting out of the hole. It may take more honest self-reflection, self-restraint or simple will power. Perhaps we have to adjust our schedules or simply be more attentive and considerate. Sometimes the best thing to do is ask for help and someone will throw us a rope.

Like so many aspects of character, this is often easier said than done. But when we manage our lives thoughtfully and with integrity, things do get better.

It is often associated with the British politician Denis Healey (reference to the Telegraph. Also credited at BrainyQuote.) However, as JJJ kindly points out, there are previous instances of its use, an earlier form being used by none other than Edward Murphy in the Washington Post in 1911. [cited in 'Behold the Proverbs of a People: Proverbial Wisdom in Culture, Literature ...' By Wolfgang Mieder].

Don't embarrass yourself any further.

John, just shut up. Don't embarrass yourself any further!

"Doubling down" is when you've said something, you're wrong, someone points it out, and you just keep on going instead of admitting your mistake.

"Digging your own grave" is similar, used when you've said or done something foolish or wrong and you try to get yourself out of the situation but instead just keep making it worse.