It'll help a lot if you tell us what paint you're using.
If it's dope (and probably a lot of other things) the answer is to pick the bits off that'll come off, then feather the area out with a fairly fine grit wet paper (I'd use 320 or 400). Once you have the bug removed, spray the affected area with the matching color (or brush, if that's what you're using), let dry, then color sand as necessary.
I might have removed the bugs with tweezers when everything was still wet -- but I may have found out in the process that it was the stupidest thing in the world to try.