When we where scouting, we where treating tick cases with a red hot cigarette on sight. You can also cover them with a bandage filled with humid salt.
Both ways, It hurts...
The more it has time to embed itself the worse, if you ask me that same question today, I'll start smoking right away.
It when off instantly and I felt no after effect... The sooner it gets off you, the better, whatever means required.
With the delay you can can experience before effective emergency care is given, can be very detrimental.
I'm maybe crazy but... I couldn't wait 2 minutes knowing that a parasite is feeding on me, without personally removing it no matter what.