When we make and ship your order, everything within your design is included when we ship it to you - your entire sheet will be flat-packed and sent intact. (This is not necessarily the case for metal cutting)
The only exception to this is very tiny pieces smaller than 5mm round/square, which can fall through the honeycomb bed of the laser cutter.
The issue of small pieces falling out of the design is due to the way the cutting happens. Your sheet of material sits upon a honeycomb-like bed. This structure holds up the material without heating up too much so that it burns the rear of it. The downside, of course, is that as tiny pieces are cut from the material they can fall into the honeycomb bed.
As a general rule, anything that is smaller than a thumbnail might fall through the honeycomb. If you are including several small pieces in your design, we suggest laying out extra designs on your sheet, just in case some do fall through the honeycomb bed: