What to do when Shot with Lead Pellet Gun?

A buddy somehow ended up shooting my lower leg near the shin or possibly just ricocheted off the wall behind me because i was in a kinda tight space. Anyway, Its a little wound not too deep probably under 2cm i'm sure, it bled a bit and we put hydrogen peroxide on the wound then I use tweezers to clean it out and pretty much just peeled skin off off of it. Im 98% the pellet isn't lodged in me as my shin would have stopped it, but i don't know if it just bounced off or if it chipped. Will I get lead poisoning? Please, educated informers are much appreciated, Thanks