The metal parts can get into the pan by running down the oil return passages that aren't pressurized just gravity. I'm sure the pan was cleaned along with the oil pump pickup and the oil pump itself. I don't know if the oil cooler feed is after the filter or before but I suspect it's before and that's why it was replaced it instead of taking the chance of something was in there. It sounds like they did everything they could to make sure all the metal was out of the engine and I wouldn't worry to much about it at this point.

Denny