Strange Object seen in Curiosity Navcam

The raw images are available here

SOURCE: NASA

Closeup of the "Screw"

Sol day 1237 Location of "Screw"  Navcam: Right B  2016-01-29 00:58:06 UTC.  Image Credit: NASA/JPL-Caltech/MSSS

Now at first glance this area looks like sand dunes... but if you look at the previous images in the set you will see that this is very close to the Rover (See below)  In the image below you can see the rover tracks for scale. This anomaly has been making the rounds under the heading "ARMORED WORM FOUND IN MARS SAND DUNE IN ROVER PHOTO" Well. it's a pretty small worm then...

"Knowing that Curiosity's wheels are 40cm wide, the "worm" is 4.5 cm long." ~ ArMaP

Rear Hazcam: Left B * 2016-02-05 08:09:46 UTC. Image Credit: NASA/JPL-Caltech/MSSS

Also if you look at an earlier image, Sol day 1229, the screw is NOT there. (see below)  So it seems likely that the small screw like object is something that fell off the rover...

Navcam: Right B   2016-01-20 22:31:17 UTC  Image Credit: NASA/JPL-Caltech/MSSS

SOURCE: NASA

Curiosity is equipped with several drilling attachments like the image below. It is possible that one of them broke off and fell into the sand.

That's the way the drill bit looks when it is new. It is a modified Hilti bit.  Image Credit: NASA/JPL-Caltech/MSS