They heal from the outside in. I hate to use surgery as an example but, for example, my mom had quad bypass surgery. Chest scar: the skin healed first then the muscle under it, the bone under that, more muscle, the pericardial sac and the heart and new grafts itself.
Kinda like when the nipples did the "itching" stage? It was a deep down IN THERE kinda itch. If you knock them against something its still gonna hurt trust me. In a few months you can change the jewelry whenever you want without any discomfort.
