The "piece" for the puzzle was a section of a large map or picture that, when assembled, revealed the location of his "Grail"—his daughter, Rebecca.
However, the episode titled is actually the two-part finale of Season 1 (Episode 22) and the premiere of Season 2 (Episode 1). If you are looking for Season 7, Episode 3 , that episode is titled " Dorado Falls " . The Puzzle Pieces in " The Fisher King " (S1E22 / S2E1) [S7E3] The Fisher King
Spencer Reid is cast as "Sir Percival" and is given the task of asking the question that will "heal" the King. Context for S7E3: " Dorado Falls " The "piece" for the puzzle was a section
In the context of the popular crime drama Criminal Minds , the "piece" usually refers to the physical puzzle pieces sent by the unsub Randall Garner—the Fisher King—to the BAU team. The Puzzle Pieces in " The Fisher King