They don't always absorb ALL of the yolk, and he may absorb it before he climbs out.

If he climbs out with the umbilical still attached to the yolk, then put him in a bin with wet papertowels and it should be okay after a few days.

If the umbilical is twisted or he is tangled in it, you may have to either untangle him gently or even do more 'radical' technique.