I also have a YJ with this problem. My problem exists also with the little stamped steel piece at the end of the cylinder. I believe it is held on with a C clip of some sort. pretty crappy design. The clip wears out (bends too) and allows the bent part to fall off. All I have been able to find are more cheap replacements. Course', I'm a tightwad. If I were to spend the money, I could prolly get it fixed right. And I hate having to fix it all the time so I never lock it. Just don't leave anythign valuable in there.
As a side note, YJ are indeed notorious for the connecting rods falling off due to the plastic retaining clips breaking all the time. After replacing numerous plastic retaining clips on my various connecting rods, I decided to junk them altogether. I went to Home Depot and bought a few Acorn Style push washers and they have worked great. Been using them for a few years now and haven't had a problem. Which seems worth it to me when I was having to tear the door apart about every 4-6 months to replace the plastic clips. Just thought I'd share what has helped me out, maybe it will help you guys too. Prolly cost me $3 to complete all the connections.