Have a leak somewhere above my oil burner thats dripping down off the expansion tank. As far as I can tell its from the newer looking gizmo thing in the pic. What is this? Some kind of pressure release? Easily replaced or need to pay someone?

Yes, it's job is to release air in the system but keep the water in. After awhile they become corroded and let the water out. There is a float inside that opens and closes a bleed valve. If you have a new one on hand, most times you can change them out quickly without to much mess. The systems that I have worked on have a fill valve fed from your house's main water supply that may or may not need to be opened to refill the lost water/antifreeze in your heating system.