I’ve always drained it if there’s any chance that spot is going to get a lot of friction during the healing process and the blister is very raised. I clean the surface of the skin and a needle, then go in at the margin of the blister near where it meets the skin, and gently push the blister towards the newly-created hole to try to drain out most of the fluid. If there’s a pocket left that doesn’t seem to want to drain, I poke another hole at the margin near that area, and repeat with trying to drain it. Then more cleaning around the holes, and a bandaid over top for a day or so, to keep it protected while the skin is still vulnerable there. Eventually you end up removing the skin on top as it fully heals.