The biggest potential risks are the iron filings shorting a component or getting lodged in a mechanical part such as a fan. Whilst that may not have happened just yet, the fans may move them around, or they may attract to magnetic fields within the system.
I'd try and get them out as soon as possible. It's unlikely it's done any damage if you haven't noticed a problem (at least, yet), but it's not going to do it any good, that's for sure. I certainly wouldn't advise having it powered up until you've removed them.