I've never heard of that happening before... was it bleeding? I think what you did was fine, just keep an eye on it and if it starts getting funky like an infection is starting call you vet to look at it.
You did right. I wouldn't worry about it. Just keep it clean. Whenever you are working with him and you figure he won't be into any nasties, keep the wrap off. Give it time to breath and dry. He probably doesn't need the wrap at all unless the place is muddy. A small wound I don't wrap. I do what you did -- wash it, peroxide and let it be. If I'm concerned about infection I'll spray some blukote on or put anti-biotic cream on it.
I regularly peel off my horse's chestnuts - in fact, sometimes I'll have my farrier clip them for me. Looks cleaner and makes no difference to them. If there was blood involved that is a different thing but if all that happened was that the outer layers were scraped away, that is no problem at all and requires no attention. (There can be a pretty foul odor on your hands sometimes after peeling them)