I've seen a few come apart over the years and I've pulled a couple out of blocks I had apart, but I've never seen one get stuck in the pump or cause any problems, so I wouldn't lose any sleep over it. the only moving part in there is the WP and the inlets are so thin I don't think a very large piece could get to it.
Another good tip is to drill a 1/8 inch hole in the flat area of the stat before installing. It will help eliminate any air in the system, and allows a small amount of flow during the cold starts.
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