The danger of air bubbles is highly overstated to the point where I would call it a myth. You would have to inject an entire syringe of air for it to be problematic.
William s boroughs put it well in his book junky by saying something to the effect of 'if air bubbles could kill there wouldn't be a junky alive today'
It's basically a non-issue, just a popular misconception. I still get rid of air bubbles beforehand but there's nothing to worry about if you accidentally shoot some.
Hell, I've shot more than a tiny bubble many times.
If the lump becomes sore, swollen, feels hot or you get a fever then you gotta head to a doc. But that would be infection, which is much more of a real concern than air bubbles.