I guess anything's possible, but it would be a one in a million shot.
It would have to somehow manage not to be completely press molded to the top of the piston and instead break into a lot of really tiny pieces, ricochet past the exhaust valve and make a direct shot (without getting stuck) through the exhaust port..
Then it would need to lodge itself in the turbine wheel while the engine is making max boost. It could theoretically I guess, lodge itself in the turbine wheel and cause it to instantly lock, which I guess could also cause the shaft to snap between the turbine wheel and compressor wheel.
The shock from that could cause the compressor wheel to shear off, catch the side of the housing, snap off a piece of the wheel, and send it through the intercooler, ping pong around through the small intercooler air tubes over to the exhaust side of the cooler maintaining max velocity and back up into the intake.