I got the car back yesterday. And the O2 sensor replacement seems to have worked.
For anybody interested, the part number listed on the dealer service invoice is: 22641AA260
The total cost of the repair was a bit over $300.
Upon driving the car away from the dealer, the driveability problem was definitely fixed, but I noticed right away that the car seemed to feel like it was down on power. It felt more like driving a non-turbo version.
I recalled seeing some internet discussion about needing to do an ECU reset after such a fix.
see #10 (by ChosenWon): http://forums.nasioc.com/forums/showthread.php?t=41511
and see http://www.clubwrx.net/forums/mainte...ecu-reset.html
So, I disconnected my battery, waited a while, and then reconnected it, reset my clock and radio stations, and did a spirited drive, as recommended in those discussions.
I was doubtful that this "ECU reset" procedure would do anything, but to my surprise, it made a difference. Not a gigantic difference, but certainly a noticeable difference, especially in how much smoother the engine operated. It was noticeably smoother at idle, and it felt more powerful throughout the rev range while driving. My wife was with me, and she confirmed that I was not imagining the difference.
I give thumbs up to the dealer (Roberts Subaru, in Downingtown) that did the work on this. They diagnosed the situation, got the part shipped in, and got it fixed as promised. I'm happy.
As an aside, I noticed that another Baja owner had reported essentially the same driveability problem which also ended-up being an O2 sensor problem. See #2 by nasioc member toolbox1234