I don't know how you go on living knowing you've done something like this. And all due to foolishness. What a shame. I know it burns and I've gotten a small scar or two from casings cooling against my skin. One is on my right ring finger where the casing bounced off the divider lodging in between my middle and ring finger while gripping the pistol. Million to one, but that's where it ended up. It left a burn deep enough to scab over for a week.
This is not a subject that is talked about in any formal firearms introduction class that I know of. I suppose it is considered common sense, but maybe it should be brought up. I say leave it there, take the discomfort and let it cool. I think what most really do is transfer to a one handed grip and shake it out of wherever the casing is. Changing from a two handed grip to a one hand grip with a hot firearm might also be questionable safety wise for a new shooter. It wouldn't bother me in the case of a more experienced shooter.