There are two common problems with just yanking them out.

The first is that they're known to cause anaphylaxis in some people if their body parts rupture while still inside the host, but you would probably know by now if that was happening to you. So you're likely in the clear there.

The second is an infection at the site if you didn't get all of it out. The mouth parts are usually the deepest part and also the widest, so they have a tendency to sometimes break off inside the wound. That can cause a secondary infection. They're kind of like ticks that way.

You can go get checked out but if the swelling is going down you're probably fine is my guess.