I would still recommend going straight to insurance
When I asked dealer to have a look at my wheel they said they would, but any damage would have to be repaired/replaced through insurance. They said they looked and all is fine, but also told me they didn’t even remove the wheel – and then said to go through insurance if I’m worried.
If it goes to the insurance for suspected wheel damage, they will also (obviously) inspect everything – including suspension, wheel alignment, balancing etc