How do proteins get into the blood stream?
Found the answer - the lymph capillaries. I've not researched them too in depth but from what I've read thus far, their job is to essentially pick up fluids not picked up by the blood capillaries. They have walls that allow proteins to enter but make it very hard for fluid to flow out. 

Wiki states that an average of 20 litres of blood gets processed each day by the blood, with roughly 17 litres through the blood capillaries/system (1), with the remaining 3 litres through the lymphatic system. 

These are also prevalent around skin. 70% of lymph capillaries are found near the skin (2). 

1) http://en.wikipedia.org/wiki/Lymphatic_system
2) http://www.lymphnotes.com/article.php/id/151/