Recurrent lesion

Back in Sept. I was taking a shower and felt a bump on the back of my right upper thigh.  I looked at the bump and it appeared to be dark brown/black bump.  I preceded to pick at the bump and it bled and scabbed.  Two weeks later I was left with a white circle and skin discoloration around the circle.  I went to the derm. and he said it appeared to be a picked hair follicle.  Several weeks later a dark brown dot began to form again in the middle of the white circle...I picked it again and it went away.  It came back again and I picked it again.  I went back to the derm.  and he said that it was absolutely not a skin cancer, but may have been a foreign object in my leg or a picked hair follicle.  I guess I have several questions: 1.  can you pick off a melanoma?  2.  Why does a dark brown dot come back two weeks after every time I pick it off?  3.  My derm. is not worried about it but do you think I should request a biopsy or move on let it go and not pick at it anymore?