Unless it's just part way down the tube, and you can fish it out of there with a coat hanger or something small -- I'm afraid the only way to get the piece out of there will be to remove the oil pan.
And that isn't going to be fun - I assure you. But, this would be a good opportunity to see the inside of your oil pan and replace your oil pan gasket with a new one (if you happen to have any leaks there).
The dip stick tube on my 5m was just pressed in (not threaded). You should be able to put a wrench on the base of the tube and work it out. I put some blue RTV on it when I pressed it back into the block just for good measure.
Also try sliding a magnetic pickup tool down the dipstick tube. That should work if it didnt drop all the way into the pan.
Good idea guys...I didn't think about if a telescoping magnetic tool would have a small enough head to reach down the tube. And as for removing the tube itself, I assumed it was attached in such a way that it couldn't be easily removed from the block.
Well...I hope one or the other of these solutions works for you!