It may improve with improved BG though I would strongly suggest that you let your Dr / DSN know.
If it goes away then great, they have a record to watch for it coming back.
If it does not go away then they can probably help you with it and at least keep an eye out for any possible progression.
For now I would say get in touch and let them know.
[EDIT] For info when I was diagnosed I had a degree of ulnar neuropathy in my left hand (at least that's what the discharge notes said) but once I got my sugars under control that pretty much went away and I only see it when my sugars are quite high.
A