I've come across some discussion on the fragments, in the testimony of the doctor (Col. Winston Warme). His testimony is in Vol 9, starting on page 180. There were 5 small fragments that he left in, and 1 large fragment removed from OAD's right thigh and handed to Chris Sanchez. The majority of this testimony on cross-examination had more to do with the trajectory of the bullet than with the condition of the fragment. (note: this portion is pretty graphic and does show that OAD had a very serious, debilitating injury.)
I haven't read anything in the transcripts yet about what Sanchez did with the bullet fragment.