What's the best way to handle this
Twenty five years ago this subject came up when I attended a CPSA safety officers course. The advice remains the same today – wait for at least 30 seconds with the gun pointed in a safe direction before removing the faulty cartridge.
This is in case you get what is called a ‘hang fire,’ in which the primer finally ignites several seconds after it has been struck by the firing pin.
The real danger is if the cartridge fires as it is being ejected, in which case it can go off very close to your face.
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However, this is very rare, and I can only recall a single instance being reported. The shooter was injured, but fortunately only slightly.