I had the firing pin of a SIG 229 get stuck in the forward position about 3-4 years ago. In hindsight, I'm glad nothing too dramatic happened.
How it happened was... there was this particular line of Fiocchi ammo that had these gold coloured primers that would pull apart and look like they had almost melted. The pieces of them were turning up inside the guns in different places, and outside the gun too. I had gone through the whole box with two different guns (SIG 229 and my old P7 PSP) by the time I realized something had happened. Gummed up the firing pin channels of both of them.
P7 is very easy to get the firing pin out. Simple clean-up job of the firing pin channel, breach-face, etc. The SIG 229... to get the firing pin out you have to knock out the cross-pin... and you should be using the proper "cup tip" punch to avoid making a mess of things. I didn't have those tools back then. Long story (gunsmith).
So... if you fear an out of battery kaboom (and who doesn't?) checking and cleaning the firing pin channel and the breach face regularly is probably a good idea. With some guns... GLOCK's and HK P7's come to mind... it is very easy to get the firing pin out. Other designs require knocking out a pin with a punch, which I wouldn't recommend doing too often. Probably the better way with these guns is to regularly function test the firing pin. Will it push forward easily and come back easily?
With that FN in the other thread, I don't think it is a stuck forward firing pin. Some have suggested it could even be another round (although the guy said it was the last round that kaboom'd), or a sharpe corner in the design of the firearm. I know that may sound far fetched, but from watching the SIG armorer's DVD I learned that SIG started angling off the right angle at the bottom of the breech face due to an incident which occurred with a Chicago Police officer's gun (in the 1980s or early 90s I think).