That Maplin part is only 47nF, not 470nF. However, the simplest solution is just to snip out the remains and move on. If you find you get interference on the radio or your nearby equipment starts to misbehave then you can think about replacing it but the specific installation has a lot more to do with the EMC performance than one single capacitor.
These X caps are supposed to be self healing ie the fault should clear itself. However they make the most godawful stink and if it fails in one place internally it seems likely to fail somewhere else later.
When I powered up my 30 year old CNC controller, 2 of the X caps popped within the first few hours, so I removed the rest of them. The whole thing is in the skip now but it worked fine without them.
Murray