You're actually NOT supposed to go digging in there just to remove the bullet, so I don't like that idea. I know someone who's been living with a bullet in them for ages and it's fine.   And besides - the bullet may very likely not even stay in the body, removing a bullet every time you got shot would be crazy.           "Retained bullets rare cause complications and surgical attempts to find and remove these bullets usually cause more harm than good, if they are even successful."   "However, first aid treatment does not include the removal of deeply embedded objects, powdered glass, or any widely scattered material of this nature. You should never attempt to remove bullets"