you can eat hot or cold. as a chilled item they are fine (i use them in salads etc.); but i've never cooked a scotch egg. i imagine the cooking instructions are to heat them thoroughly if desired. you haven't poisoned yourself or anything! ;-p x
4get....they are absolutely fine cold. you can cook scotch eggs, but they are normally a cold food. keep eating them if you want....they are fine. dissect one if you wish...to examine the cooked meat in it. it's fine, i promise! x