I would see a retinal specialist for an exam. An electroretinogram detects widespread damage to or disease of the retina, and so would not be the appropriate test here. An OCT or fluorescein angiogram may be helpful if the retina specialist suspects macular damage. I do think this is unlikely since your eyes were closed and the laser was not aimed directly at your eyes.
First of all, if your eyes were closed and the laser was not aimed at your eyes, then you should not be overly concerned. If you were looking into the laser, it would still depend on the intensity of the laser, the wavelength and the duration.
An Optical Coherence Tomographer (OCT) is most valuable at detecting retinal (macular) damage. But, based on your description of the event, you shouldn't worry. Unless you are not seeing well, any damage that may have occurred might not be detectable even with an OCT.
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