Yup, there was one but it is not on the finishlineperformance.com site any longer. (Actually, there are two different pages for the RX-8 bulletins--I've been to both--but I can't remember the URL for the "unlisted" one.) In any case, I have, over time, printed out all the bulletins and the one on the valve stems is:

Bulletin No. 02-004/06, "TPMS Valve Stem Breaks When Removing Aftermarket Valve Stem Caps - Service Tip", date issued 06/09/2006, 2 pages.

Basically, it says pretty much what you said.