My Shay has just coughed a truck gear too.   

Nice to know I can get an upgraded replacement set 

Not only that, in addition to the upgraded plastic gears shown below, replacement gears are available.  Not a solution for everyone but Northwest Short Line is shipping steel pinion gears for the Bachmann On30 Shay as of November 2010.  Not free and some assembly required, but a permanent fix to that part of the locomotive.  No connection to NWSL, just a longtime satisfied customer (actually of both Bachmann & NWSL).

Best,

Konrad