I'd just pull it off with tweezers. Usually if you pull slowly, the head comes with. There are a bunch of old-time remedies out there, like painting it with nail polish (didn't work for me) or burning it with a cigarette, but on a chicken, I'd go for tweezers.
Usually it comes out, but if it doesn't, I've never had any real problem, including with ticks in me. I'm sure they can carry diseases, but I figure by the time it's bitten and holding on, you've been exposed, anyway.