The cells are squishy, like memory foam. Imagine little bags of silly putty. They would have a dent for a while if you pushed down on them, but they wouldn’t be popped unless you squeezed them really hard. It’s sort of like that.
If the cells all burst from the pressure, the small blood vessels would go first, which would cause a visible bruise. That bit can happen, obviously. A couple cells dying is no big deal, the skin cells are constantly multiplying and flaking off anyway. AFAIK, if a lot of cells burst, it would be a burn. Heat and cold burns both work by popping cells, at least. However, physically squeezing cells to death would probably just liquify the whole area, and you’d be hard-pressed to do even that without some sort of crushing machine.
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