I have only fallen once so far with my clipless and I thought the same thing. Luckily mine was coming up to my mail box and I jumped up and looked around to see if anyone was around. I live in the country on a dirt road though so not likely anyone saw me, but your first thought is still, "did anyone see".

I'm glad you didn't get hurt to badly. I don't know about those bandages, have never even heard of them. I believe that your hambuger knee is going to probably ooz some and if the bandage is not the type to soak that up then I would think that it could nothing but leak.
I know, I'm no help sorry.