An Obsidian dev (May the god Abydon bless them) mentioned on the Steam forums that the missing pre-order items problem was fixed when people restarted Steam. My Hero edition of PoE was bought on Humble Bundle.
Alas, after restarting Steam, starting a new game, revalidating files, re-installing PoE, there is still neither pig nor ring to be seen....
Please help this weary traveller whose journey's are lonely and dark without his glowing pig companion!