Researchers urge technology practitioners such as data scientists to consider the impacts and ethical implications of algorithmic decisions. However, unlike programming, statistics, and data management, discussion of ethical implications is rarely included in standard data science training. To begin to address this gap, we designed and tested a toolbox called the data ethics emergency drill (DEED) to help data science teams discuss and reflect on the ethical implications of their work. The DEED is a roleplay of a fictional ethical emergency scenario that is contextually situated in the team's specific workplace and applications. This paper outlines the DEED toolbox and describes three studies carried out with two different data science teams that iteratively shaped its design. Our findings show that practitioners can apply lessons learnt from the roleplay to real-life situations, and how the DEED opened up conversations around ethics and values.