Actually, I have a failed EGT and I'll be replacing it -- at my own expense (but cheaper because the engine is pulled for the covered work). Apparently, EGT's are not covered by the warranty, so I think that I will prophylactically replace the O2 sensor.
I've communicated everything else to the mechanic, so I think I'm covered. It was fun telling them to replace "the nipple" -- something I'm much happier to tell a mechanic than a doctor.