First, I cock the hammer and refire the round.
Failing that and back at the loading bench, I unload the misfired round with the impact bullet puller to save the bullet, save the powder, and hopefully save the case. There is little chance that the powder, pounded only by a kinetic bullet puller, will reverse detonate a primer that has been struck by a spring activated firing pin yet did not go off.
Then I resize the case and deprime the spent but unfired primer. Then I make the struck primer inert with WD40.
Die makers also sell bullet pullers and collets for different calibers to use in your ram if there are a lot of loaded rounds to be deconstructed.