Got some great news this morning. The Saturn dealer called me and said the problem IS the oil cooler. Cost is $1900 - about half of the cost of a cylinder head or other major thing.
Next step: get Saturn to pay for it. They had years to fix the problem after the tech service bulletin came out... Same problem in 03's too! If I don't have luck there, maybe I'll try something with a lemon lawyer.
It's a great start to the week!