If I understand you correctly, what you call the "collet" is the "shellholder".
If that is the case. I would use the RCBS ram prime to fix the issue, even if the round was loaded, by placing the shell holder in the ram prime & seating the primer until I could get it out of the shell holder & investigate more.
At that point I would decide If I should pull the round apart & start over, or take the chance with ram or hand priming the round & just using it.
If you are not comfortable with doing what I just described , then using an inertia (hammer) puller, place the "collet"/"shellholder" into the end of the "hammer" & use it like you normally would. The shellholder will act like the collets" supplied with such "hammers" and I think better than the supplied collets, and pull the bullet & start over.
You can also use the technique described in the post above to pull the round apart if you so choose...
Anyway...
Your call & I wish ya "G'Luck!
P.S. -If you are using the term "collet" & it is not the "Shell holder" then I do not know what you are talking about when ya use the term, "collet" & cannot help.
LOL
G''Luck!