Advice please help

Love

I had my baby exactly at 37 weeks on 9/1 and according to his pediatrician he is considered a late term premature baby... he was able to go home with me on 9.4 and he just saw the dr this past Tuesday but I'm having concerns about his breathing it's almost like a panting and when he is eating and I take away the bottle to burp him it almost sounds like he is gagging or gasping for air... is this normal or do I need to go to the ER immediately