"Z said there was a very good chance the chin wing could just be performed at the same time the remainder of the implant is removed"
There's your answer. Also, if you can only feel the medpor piece but not see it, then aesthetically sounds like there's nothing to worry about. If he's now saying it would be high risk to remove it but he can still do the chin wing, and there's no aesthetic defect or future risks with a medpor fragment in there, then go with that plan. I don't know if an unscrewed piece of medpor in your face is problematic, so figure that part out (or see if ppl know here), but you also have to better understand what is this high risk he's warning you about of removing the fragment. If removing this bit of medpor has a high chance of cutting a nerve, then you are risking either permanent numbness to that side lip/chin and/or muscle movement disability affecting your smile in a potentially life-altering catastrophic way (if you cared much for it).
You only should care about what Dr. Z says if he is the one performing your chin wing... assuming he's the expert on this stuff. I wouldn't know but everyone talks about him for chin wing surgeries.