1. Depends on what you're doing. Blood glucose levels do not require wiping the first drop of blood, whereas I believe lipid and thyroid screenings will.
2. I wouldn't milk the finger, meaning.. I wouldn't push hard against the tips of their fingers if you can help it. This will risk burst the capillaries for the patient, and also can even stop more blood from flowing into the tip. It's important to ask the patient warm their hands up ahead of time by sitting on them, or rubbing them together. If you feel comfortable, I have at times even helped to warm their hands and fingers as I am talking to them and asking them questions by giving them a gentle massage (obviously, t's a rather brief gesture.. not anything which would make the situation awkward.. haha). There are unfortunately going to be the patients that don't bleed well.. which can definitely become an issue when you're doing lipid and thyroid screenings. It's important to ensure that the lancet you are using is strong enough to help with this as well, and that you are setting it at an appropriate gauge for the patient.
If indeed the patient is not bleeding enough, you may have to "milk" it, but not by pressing against solely the tip of the person's finger. Try to gently do so by starting from the "base" of the finger (connected to the hand), or even from the hand, and "pushing" the blood up this way.
.. This is from my experience anyway .. x: