I've taken off the HPFP a few times, but never disassembled it. Never seen anything like that.
But it would be weird that something round like that could just 'pop out' of an pretty tightly assembled device. Do you know if your HPFP has been upgraded by a previous owner?
There's a old post on here showing the complete disassembly:
https://www.mk5golfgti.co.uk/forum/index.php?topic=10965.0, but due to its age the photos are not so clear.
Maybe someone else who's done the HPFP internals upgrade could chime in, as unfortunately I can't help any further.
If this was my car I'd be panicking, as I've found various strange foreign objects in my car's sump, like electrical wire, orange plastic (turned out to be part of cam chain tensioner 3 years later) and metal shards (origin still unknown) and my car has ran mostly fine. So if you're boosting fine I would assume it's
most likely okay. But no guarantees