It looks like they now have a fully SPD compatible version of the pedal, MKS US-S Ezy. Unfortunately not cheap. I presume this is to replace the MM-Cube that wasn't SPD compatible.

Ben's Cycle - MKS US-S Ezy Clipless Pedal
JAPAN NEW US-S EZY 528 00192 MKS (Mikashima) from Japan #Tracking New F/S | eBay

The outer shell is apparently removable, but it does have a bit of an odd look. However, according to the ad, they are supposed to be easy to get out of (hopefully without accidental pull-outs).

And, for some reason, the new US-S Ezy was introduced with the original Ezy rather than Ezy Superior.

The "missing piece" is an o-ring. It appears to keep the pedal from sliding back and forth on the spindle, and could be easily replaced at any hardware store. But, it should be ridable without it.