#If this happened during a plug change If you have roadside assistance/towing, I would highly recommend getting it towed home, then purchase a cheap USB inspection camera or a inspection unit like this one from Harbor Freight and look inside the spark plug hole to see if there is

1. any remnants of the plug and
2. any trauma to the exhaust value.

#If it happened while driving

It has mostly likely

1. done all the damage it will ever do, or
2. simply went out the exhaust if the wastegate wasn't directing exhaust to the turbocharger.

If this happened during a plug change

If you have roadside assistance/towing, I would highly recommend getting it towed home, then purchase a cheap USB inspection camera or a inspection unit like this one from Harbor Freight and look inside the spark plug hole to see if there is

1. any remnants of the plug and
2. any trauma to the exhaust value.

If it happened while driving

It has mostly likely

1. done all the damage it will ever do, or
2. simply went out the exhaust if the wastegate wasn't directing exhaust to the turbocharger.

I can't comment so I'll have to ask in an answer - since you know it broke off, how did you find that out? Did the check engine light come on (or start flashing, indicating to pull over ASAP) or was this during a spark plug change?
If it was during a plug change, and you are not at home - and you have roadside assistance/towing I would highly recommend getting it towed home, then purchase a cheap USB inspection camera or a inspection unit like this one from Harbor Freight and look inside the spark plug hole to see if there is

A) any remnants of the plug and

B) any trauma to the exhaust value.

If it happened while driving it has mostly likely A) done all the damage it will ever do or B) simply went out the exhaust if the wastegate wasn't directing exhaust to the turbocharger.

#If this happened during a plug change If you have roadside assistance/towing, I would highly recommend getting it towed home, then purchase a cheap USB inspection camera or a inspection unit like this one from Harbor Freight and look inside the spark plug hole to see if there is

1. any remnants of the plug and
2. any trauma to the exhaust value.

#If it happened while driving

It has mostly likely

1. done all the damage it will ever do, or
2. simply went out the exhaust if the wastegate wasn't directing exhaust to the turbocharger.

I can't comment so I'll have to ask in an answer - since you know it broke off, how did you find that out? Did the check engine light come on (or start flashing, indicating to pull over ASAP) or was this during a spark plug change?
If it was during a plug change, and you are not at home - and you have roadside assistance/towing I would highly recommend getting it towed home, then purchase a cheap USB inspection camera or a inspection unit like this http://www.harborfreight.com/digital-inspection-camera-62359.html and look inside the spark plug hole to see if there is

A) any remnants of the plug and

B) any trauma to the exhaust value.

If it happened while driving it is mostly likely A) done all the damage it will ever do or B) simply went out the exhaust if the wastegate wasn't directing exhaust to the turbocharger.

I can't comment so I'll have to ask in an answer - since you know it broke off, how did you find that out? Did the check engine light come on (or start flashing, indicating to pull over ASAP) or was this during a spark plug change?
If it was during a plug change, and you are not at home - and you have roadside assistance/towing I would highly recommend getting it towed home, then purchase a cheap USB inspection camera or a inspection unit like this one from Harbor Freight and look inside the spark plug hole to see if there is

A) any remnants of the plug and

B) any trauma to the exhaust value.

If it happened while driving it has mostly likely A) done all the damage it will ever do or B) simply went out the exhaust if the wastegate wasn't directing exhaust to the turbocharger.