Beit Midrash
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Answer: The minhag of the afikoman being taken (some oppose the word "stolen") is at least several hundreds of years old and might even be referred to by the Rambam (Chametz U’matza 7:3) or even the gemara (Pesachim 109a) (Chok Yaakov 472:2). It is meant to keep the children’s interest and usually does its job. Therefore, most of us put up with the little problems (some great rabbis did not allow the practice in their homes – see Dirshu 473:70).

Bemare Habazak - Rabbis Questions (627)
Rabbi Daniel Mann
289 - Preferring the Fruits of Eretz Yisrael
290 - Alternative Afikoman
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The question is when the afikoman is not lost but one has an interest in replacing it. The gemara (Shabbat 22a) says that one may remove tzitzit from one garment and place them on another obligated garment. However, we pasken (Shulchan Aruch, OC 15:1) that it is forbidden to remove them and not use them for another garment. The Taz (ad loc. 2) says this is bizuy (a disgrace) for the tallit and/or the tzitzit (depending on the case – see Pri Megadim ad loc.), which one is removing from their involvement in a mitzva. Likewise, if you take the matza that is the afikoman and replace it, this is ostensibly a problem.
However, this does not apply to our case because the afikoman has never been used for the mitzva. We hold that hazmana lav milta – the preparations one makes to use something as a mitzva do not give it the level of an object that was already used for the mitzva. The Beit Yosef (Yoreh Deah 259) cites the Mordechai that the concept that a shul’s candelabrum should not be switched to another purpose is so only if it has already been used. Has our afikoman already been used? It has been part of the act of yachatz and some even have, by the time the kids grab it, carried out the old minhag to carry it over their shoulder in remembering the matza taken out of Egypt (see Kolbo 50). However, the halachic part of the afikoman is to eat it, and for that, the matza has had merely been put aside. Therefore, bizuy mitzva does not apply.
One might also distinguish and say that here we are not actively replacing anything, just that we are taking out another matza to use. However, passing over (even without removing) one object to be used as a mitzva instead of another can also be a problem, which we call: ein ma’avirin al hamitzvot. While much of the discussion is about doing one mitzva before a different mitzva, it also applies to not passing over one place or object that is slated to be used for a given mitzva in place of another (Tosafot, Megilla 6b). However, that should only apply if the object is before us and we skip over it. In this case, the matza in question is in an unknown hiding place and, from your perspective, is not being passed over at all, but rather replaced in abstentia. (Note also that at most sedarim, the matza set aside for afikoman is only part of what will be eaten as afikoman).
Regarding the case where the matza gets broken into several pieces, this is not a halachic problem. When challa or matza needs to be whole at the time of a beracha, its being broken is a problem. However, since the afikoman is supposed to be a broken piece, it is not a problem that it is broken up further earlier than expected. While it is not clear it is forbidden (see discussion above) to remove it after opening it and seeing its state, it would seem preferable to keep the multi-piece matza than to replace it.

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