Of course, that's a good reminder! But according to my dog's vet, it shouldn't be a problem if done cautious, not frequently, not going deep and with a gauze around your finger. She do it sometimes including to see if there's anything causing the itch by the color left on the gauze.
EDIT: I'm not a vet, so if I'm wrong, someone please correct me! Just saying this according to what my dog's vet said.