Cannot believe I did this

Hi everyone!
I recently noticed a red bump on the outside of my left calf. Well, I tried to ignore it but that lasted for all of 20 minutes. It had been a super stressful day, and ALL I wanted to do was pick at that spot. When I started squeezing it I saw that there was a white spot a little deeper in the middle of it and so I tried to squeeze it like a pimple. It wouldn't pop! At this point, I'm fully invested in getting this white thing out, so I start clearing away the skin surrounding it so that I can grab it with the tweezers. When I get it with the tweezers it starts to come out, but I can see that it's hard and super long. Well, the part that I had broke off leaving just a little tip of white showing. I bet you know where this is going. I dug into my skin around the white thing to make it long enough to grasp with my tweezers- creating a dime-sized wound in the process. It continued to break off three more times and I dug deeper and deeper. I didn't even feel pain. Eventually I got to what I can only describe as the core of whatever it was, and was able to remove it completely. It was the size of two poppyseeds, and very hard. Once I pulled it out, I saw that there was a hole where it had been-and it looked like in the hole was some more loose tissue. I squeezed the whole wound, and out popped a round piece of fat (I worked in the OR for many years, so I know fat when I see it). I had dug all the way down to the fatty layer on my leg. Only then did I notice the damage I'd done to myself. I don't know how to heal this without going to a doctor. I'm currently changing the bandaid twice a day, washing it gently, and spraying Bactine into it before applying another bandaid. It's starting to get firm and red around the wound, but there is little to no puss. I'd really like to avoid the embarrassment of going to a doctor. Any one else ever pick this deep? Any advice would be so appreciated. Thank you