Monoprice Select Mini - Detached Filament Feeder fitting
Solution - there is a set-screw and a square nut in that T-slot which holds the feeder fitting in place on the heat sink. 

One may well think (as I did) that the fitting is threaded into the heatsink, since it does have a big hex-head for a wrench. A small turn an the set screw lets go, the nut sliding down the slot with it. Thus when you inspect it, you don't realize they are involved 'cuz they aren't around.

Simply slide back up and you're in business.

Mystery solved - thx to Mark on Twitter. :)