A Blessing of Unicorns
Novella 24,263 words Recommended by 4 award/anthology sources
"Police Sub-Inspector Ferron jerked her sandaled foot away from the floor with a muffled shriek, wishing she had worn boots, despite the weather. She balanced on the other leg and cradled her injured extremity in both hands. She was momentarily heedless of the danger to her remaining, still earthbound, toes."
Quasar links out; the story lives on Asimov's, where the author gets the click.