Yes, spear thistle. The most effective way to get rid of them is to wait until they put up their flower stalks, but just before the flowers come out, dig them up then burn them. Obviously though these are not going to flower until next June, so you'll want to get them out now. If you pull them and break off the root, then you'll get a multi-headed version coming up next.
To dig them out at the flower stage or as rosettes, use a sharp spade, make a cut straight down into the ground, at right angles to the rosette, then a second cut across the further away end of the spade cut (so a 'T' shape). Lever this second cut as deeply as the spade will go, and the grass will open up, pushing the rosette, root and all, up out of the ground.
They'll keep popping up from now til eternity, so it's a never ending job, but you can win.