Board Thread:Skyrim/@comment-101.160.220.13-20130702135329/@comment-6881629-20130702152630

Pink Slim wrote: nah, you can shoot arrows through the bars. I saved before that so I could test it. Thats not really an accident though...

You can apparently skin him right there in the cell if you can reach him and then finish the quest with the Saviours Hide.