Hello Thomas,
We call this an uncontrolled non-standarised scratch test, done by a lay person probably without emergency kit or knowledge how to use it. No damage was done, but I would really not advice anybody to follow your example.
Automeris caterpillars have spines that contain urticaring substances, like stinging nettles. That is what you had. Nothing dangerous.
But in the same way you came into contact with spezific proteins that a few people are allergic to. This can lead to severe skin reaction (more than 10 cm or say half an arm length), fever, low blood pressure, shock, wheezing, breathing failure, heart arrest and finally death.
In other species there may also be pseudo-allergic reaction as there is in pine processionary caterpillars. This is an non-specific reaction without specific personal senzitation. That means anybody can get it.
Urticaring, allergic and pseudo-allergic reactions regularly vary from instar to instar. That is quite logical as the spines vary and may look very different after every mould.
So your scratch test shows that you are probably not allergic against the caterpillars of the species in question which are in the instar you took. I would not recommend to start scratch tests with any instar of all species you can get hold of. Its like playing Russian roulette. Handle your spiny caterpillars with care and respect.
There are no cross reactions between caterpillars and (dust) mites, "pollen", nuts, eggplant or oat. And there is no known allergy against "pollution".