The problem with not lancing a blister is that when you continue to walk on it the fluid within will regularly press against the inner edges - which means that the blister will get larger and larger, unless it bursts. That the skin has delaminated means that it is already a wound and needs early treatment.
If it bursts when you are walking you stand a good chance of it becoming infected as your sock will start to press in to the open wound.
Prevention is better than cure of course so the VERY MOMENT you feel a burning hotspot, stop, take your boots and socks off and really look at what is going one there. Putting a plaster over the hotspot before it becomes a blister can protect it from becoming one - also check if you have pressure edges caused by a fault inside the boot. Then put your socks on but on different feet (well, your feet of course but right on left and vica-verca, which will remove any pressure points caused by the sock.
So - it is lancing then. Cleanliness is absolutely everything here. Carry some alcohol wipes in your first aid kit and thoroughly clean the whole area - and your hands and the needle.
With a needle it is difficult to make a big enough hole - I use scalpels - but it will work. Make a hole at each end of the blister and gently press until all the fluid is out, it won't hurt. If necessary do the holes again to ensure all liquid has gone. The thing here is to get the blister skin flat against the inner skin so that healing can take place - it is still covered. This is why making sure it is empty is important.
Once this is done use a new alcohol wipe (yes, it will sting a bit) and clean the area again and allow to dry.
Now you have the 'compeed or not to compeed' choice. If it is a simple blister - not between the toes and so on - where a compeed will seal properly all the way round, then, ok, use one of those ... they do exactly what they say they do and are comfortable but only when put on well.
But do think about this - you will be walking for hours every day, sweating in those boots, a perfect incubator for microbes, then stepping into showers used by thousands of others ... so, you should be aware that if the compeed doesn't properly seal then you stand a high chance of getting some infection in there (also if it does seal properly and you introduced microbes in there before sealing) .... if so then a good plaster - the pad larger than the wound - would be a better bet as you can replace them as needed, alcohol cleaning the area each time (good reason for buying whiskey in a bar!). I always give a pilgrim replacement plasters/compeeds for future days.
Everything here is about cleanliness. When covered and you are ready to go again - well - is the problem that caused your blister in the first place still there? If so then you need to pad against further harm. There are two basic ways of doing this - either using padding, even folded toilet paper can work, or making things slick by putting such as gaffer tape (duck tape) on your skin over the plaster over that area (also works well as prevention before the blister starts).
If you are getting them between your toes - difficult place to work on and difficult to keep clean - then your boots may be too narrow at the front. Try removing the laces and replacing by missing the first two eyelets, which will allow the boots to open more at the front. Also - don't over-tighten your boots, they are living things, your feet, so don't crush them into a tight space - think of them as puppies if that helps. So, also, after walking for an hour or so you may feel your feet becoming cramped (they swell during the day), so stop and retie them looser so you are comfortable again.
My step-father told me that during the war, on marches, they regularly stopped for ten minute breaks and were told to take their boots and socks off to allow their feet to dry and breathe, then to put their socks back on on opposite feet - this really works. I do it every 90 minutes or so.
You do see pilgrims who lace up tight in the morning, walk all day in the heat and don't air their feet or rest them until they get to a refugio in the evening - why do they do this? Don't you do this! :wink:
Buen Camino peregrino