In my language, we have a phrase which roughly translates to "don't roll around where you've fallen". It indicates that a person has said or done something stupid. Then when someone points this out, they still don't stop and pretend to be right, in order to avoid shame due to being wrong. Hence the phrase means: "You've already fallen, don't try to roll around and pretend you're still up".
Learn English – Equivalent English phrase for “don’t roll around where you’ve fallen”
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Best Answer
When you're in a hole, stop digging.
Michael Josephson has this to say:
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].