Here is a link to the Xray of the live mortar bomb in a guy's chest.
I did not post the image due to copyright issues.
http://ats.ctsnetjournals.org/cgi/content/full/75/5/1366?maxtoshow=&HITS=10&hits=10&RESULTFORMAT=&fulltext=surgeons&searchid=1&FIRSTINDEX=30&resourcetype=HWFIG
Unfortunately the XRay is rather poor, but it shows a fracture of the head of his humerus bone (the part that rotates in the shoulder socket.) There is also a haematoma (collection of blood) in the front of the shoulder blade and the bomb has incredibly penetrated between the ribs which are intact and the soft tissue of the lower chest, perhaps passing behind the pectoralis muscle (the one referred to by body builders as "pecs"). This may have prevented the bomb from ruptured the skin.
The mortar round would have been relatively easy to remove - but his shoulder would have been a mess and he would have required expert orthopaedic surgery ....
I have also seen a WW2 Australian veteran with a German bullet lodged in his upper spine (second cervical vertebrae) about half a centimetre from his spinal cord. It had been there over thirty years but he was reasonably comfortable.
For a WW1 X-Ray view of an (arrowed) bullet in the eyesocket see a WW1 X-Ray that I have online at
http://www.vlib.us/medical/xray/xray10.htm
Geoffrey Miller