I watch ours like a hawk, I've had some rats that are more aggresive then others and keep coming back to the snake and really freak them out to the point where the snake attemps to hide or stays balled up, if this is the case then yes I get the rat out and try again in a few days. Usually my snakes dont give there prey a chance to harrass them, but there is that rare case.
All of the injurys my snakes have gotten have been from a jab here or there when they constrict the mouse/rat, minor little scrapes.