The "You may not reveal the same card for its power more than once per check or step" rule doesn't apply here - the reveals are for different card powers:
1) Use Heggal's power (to heal himself): Instead of 1st exploration Heggal reveals Swab to shuffle 1d4+1 random cards from his discard pile...
2) Use Swab's power (he is still in your hand): reveal Swab when you are required to shuffle random cards from your discard pile, choose them instead and shuffle him into your deck too.
...then discard Swab - you can't, he is not in your hand anymore.