They are pretty disgusting. I had some rabbits a few years back that had the same problem. I had to put peroxide on the wound, and believe it or not, the larva from the Warble Fly do not like that stuff. They started to move out of their "hole", so I grabbed a pair of tweezers and pulled them out.
For your information, Warble Fly larva is commonly found in cows , horses, donkeys, and goats. All of the fore-mentioned animals tend to be out in the pastures grazing. It is quite common in grazing animals. If the problem is not treated immediately, the larva will litterally eat the host animal alive.
Now that is just nasty.