After showing the Ford Truck Dealer the piece that came out with my oil drain plug during my oil change, they confirmed in fact that it was a "Piston Cooling Oil Jet". The lead PSD tech said that the only way it could have broke is if it was cracked or damaged during engine assembly. I asked them if they had ever seen this happen on a 2002 7.3 with 11,000 miles on it and they said they had never seen one break off period!!
They said depending on which cylinder broke off will depend on how much damage is done to the cylinder and how much damage is done to other engine parts. They would have to pull the oil pan first and inspect and then call Ford for repair guidance.
A few questions if anyone has any thoughts:

Has anyone ever seen this happen before or know of any TSB's concerning the Piston Cooling Oil Jets?

I told them I ordered my Excursion specifically with the PSD and am now concerned with engine reliability and longevity and would rather have a new Indianapolis Made 7.3 put in than be repaired (assuming that there are xtras in Fords Stock system). They said that Ford latest guideline says that repairs have to exceed $6300 to warrant replacement!

Since I bought my Excursion at a Dealer 3.5 hours away, the local Truck Dealer who would be doing the work said that Ford wont issue any loaner vehicle unless I have an Extended Service Plan, which I dont have. (Even though the vehicle is <1 year old and 11,000 miles under warrant ?) The Dealer I purchased from said they would give me a loaner and do the work but I want to be able to inspect the engine when the pan is off so I want to use the local truck dealer. Anyone know how to get a loaner out of Ford?

Any comments, guidance or suggestions would be very much appreciated.
Thanks