Indent of Hay in Chins foot

I recently brought home two chins from the local pet shop as they were being treated so badly, so i thought i'd add them to my family.

My new male chinchilla Milk when I checked him before I put him in his cage had an a tiny stone stuck inside his foot with mouldy hay/bedding indented within it, I managed to take it out with some tweezers (he didn't seem bothered by it at all)

Today, checking if it was ok I found bedding stuck in the indent again, this time I couldn't remove it as it seemed to be now attached to his skin, it moved with it when I tried to carefully pull it out, So I decided to leave it as obviously I'm not a vet... - Regardless, it did look healthier, so i guess it's healing...

What should I do next?