Did you have tape holding the probe on? Tape has not place in a reptile enclosure. Using the cooking oil to remove the adhesive of the tape was a good thing to do to keep from hurting her worse. Just have to make sure you cleaned her well after.
Putting her on paper towel was a good thing. Getting her to the vet would be a good idea as well. They can give you cream to put on it and see if they can put the skin back. She will still have a nice scar assuming infection doesn't kill her. I had a rescue RTB that had open wounds from live feedings when I got her and I would have to look and see the name of the cream they gave me to put on it. It kept the wounds clean and helped her heal.