Primer could be corrosive. Not sure if Turkish is or not. My inclination is that it is. But hey, it's up to you to decide if it's worth it to replace the primer. You could always keep the Turkish ones for a rainy day. Or shoot them in a less awesome rifle.
Seeing things go wrong can be as good or better of a lesson than seeing everything go right! Glad no one was injured and I hope it gets repaired quickly. And I see no reason you couldn't pull and reload. Maybe pop those primers as well.
At the range, 9x might be a little light. I have Leupolds on nearly all of my rifles, but I have a vortex diamondback 6-24 on one of my 457s. I am happy with it. For that type and distance, I really wanted a reticle with an open cross hair to see tiny targets. The standard duplex reticles...
I don't have one, but a friend of mine (whose judgement I trust on the topic of rimfires) does and he speaks highly of it. It's no Anschutz, but it's a good entry into the low end of the high end of rimfires. I've been considering one to pair with my b14 hmr.