Check them with a magnet. If they stick to the magnet they are made of steel (or at least something iron based) and they should not be an issue.
If they don't stick to the magnet they could be lead, but are not necessarily lead. Many inert metals are not magnetic either.
I have broken a thermometer in a batch too. I didn't worry about it too much and used the wort anyway. (it's taking all I have not finish this with a joke about lead poisoning symptoms making it hard to think.
)
I know it isn't the best answer but it's all I've got right now.
Paul