So after 200 rounds through my new MPX I tried to break down the BCG to clean it and the firing pin won't come out.  Face of the BCG looks like it's deformed a little from the hammer hitting it.  Pin moves freely, but the hole opening is no longer round enough for it to come out.  I did a google search and see this issue has come up before and the person just sent in the BCG to Sig.  I called Sig and they want me to ship back the entire gun and said it would be 4 to 6 weeks for service!   Said they need the entire gun for testing.  Is that normal?

which generation? factory trigger group?

Gen 2, no modifications done to it as it came from the factory.

 My firing pin broke after about 200 rounds as well. 

Did yours have the firing pin spring?

As I couldn't get the firing pin out, I couldn't say 100% that it has a spring.  But the pin did move inside the bolt carrier enough to where it felt like there was a spring inside it.

Hopefully it gets fixed up soon. After shooting it on two outings now, I think it's become both my and my son's favorite to shoot.

Gen 2's I have used had no FP spring.

Mine didn't either from the factory. After my pin broke, Sig sent me a new firing pin (with spring) and bolt carrier. 

Update - Shipped it to Sig on 9/11 and got it back today so it was a much faster turn around than they first told me.  Notes from the gunsmith say they replaced the bolt carrier, hammer, and the gas valve.  Hopefully I'll get to try it out this weekend along with a Vortex Sparc AR sight and some Gen 1 mags I got for it.