If it doesn't hurt I'd leave it, if it does I'd sterilise a needle, do a single piercing, let it bleed as much as it was going to but not force it much and then shove some anti septic on it. Likelihood of infection pretty low that way, as the tiny pin prick hole heals up in no time.
Probably not doctor approved but it's my preferred mechanism for blisters.
Ended up having to do it on my nails after trapping them in a door. 
not envy!