Make sure the cage is fairly clean and it will probably heal up nicely in a few days. I wouldn't worry about it.
I totally feel for you! It took nearly two years for me to convert my first ball to f/t. When she took her first frozen meal I nearly had a heart attack! My best advice is to hold out on her. If you think she's at a healthy weight, make the decision to stop feeding live. It may take a few months of her not eating anything, but she will take f/t if she's hungry enough. Don't give her the idea that she has a choice in the matter; it's f/t or nothing. At least that's what has worked for me with picky eaters. Although I think those months trying to convert my first (and pickiest) girl were a lot more stressful on me than on her. :P