Chalazion: Should I go again with the specialist or just leave it?

Glands that create oil called meibomian glands line your eyelid. Sometimes, one of these glands begin to create a thicker substance like butter instead of oil and causes the gland to become blocked and inflamed. This is called a chalazion.
Unfortunately, the biggest thing is to remember to have patience as chalazions usually last months and can last for a full year.
The best thing to do is warm compresses. The best way to do this is by taking uncooked rice, putting it into warm sock and heating it in the microwave for 15 seconds. Make sure this is NOT hot but comfortably warm. These compresses cause the gland to open and yes can make it bigger or come to a head.
In addition, there are drops you can use, but at this point I do not believe will do anything, since you have already tried them.
Lastly, if you go see an oculo-plastic surgeon, you can see if either injecting it with a steroid and anti-inflammatory medications or surgically removing it maybe a good option for you. The risks of these procedures are bleeding, which is bruising, that can last for several days and swelling which can last for a few weeks. Generally, both injections or surgical removal may need to be repeated 2-3 times for successful results. 

Chalazion removal is not difficult and is nothing to be "scared" about.  You are improving and I would suggest that you see your doctor and see what they would suggest next.  A second opinion could always be useful, if it makes you feel more at ease.