Should you pull out shrapnel?

I'm curious, should one consider pulling out shrapnel if they've been injured by an explosion? Isn't it best to leave it to the medical professionals to assess the situation and determine the best course of action? After all, shrapnel can be embedded deeply and attempting to remove it without proper training and equipment could potentially cause further harm. But on the other hand, I've heard of cases where people have successfully removed shrapnel on their own. What are your thoughts on this matter?