I took the new '06 to the range, today, trying to get in its first shots prior to the approaching snow storm. Shot one, cleaned, shot another cleaned, shot another; then went to shoot the 4th and click instead of bang. In years of reloading; I've never had this happen until now. I was trained, somewhere, to wait for 30 seconds, then extract the round. I waited and waited and waited, couldn't get the courage up to open the bolt. The range owner showed up and opened the bolt for me. The firing pin had struck the primer, but, the powder and/or primer hadn't ignited. I shot two more. They shot as they should. These were all fresh Win brass, 51 gns of H380, CCI-250 primers, all behind a Hdy 168 AMAX.
Just curious from those more experienced -

1. What's the correct way to safely handle this?

2. What are the chances of the round going off, after waiting for 1 minute or more, when opening the bolt? (I hear 99.9% it won't.)

3. Best way to protect ones self when extracting the round?

thanks