I have a workaround that doesn't involve underclocking the card, but rather getting your fans to ramp up sooner.
The problem that is appearing on OS X when gaming and connected to an external monitor happens when the temp spikes and before the fans have a chance to spin up to cool it down. Look for an application called SMC Fancontrol. It's free, very simple, and although it doesn't believe it's made yet for the new MBP, I have had no problems with it.
What it does is lets you set a new minimum RPM for your fans. It can also be switched to and from default mode on the fly. Also, this is only a new minimum speed. Once temps reach a point where OS X wants to ramp up the fans even more, it always cedes control back to the operating system. You can never lower the fans more than OS X wants to run them, so it's safe.
What I do is right before I launch my game, I switch to "High RPM" mode. This sets the fans at 4000 RPM (above the 2000 RPM resting default). The temp never spikes, and the machine NEVER crashes anymore. It quickly warms up to above the standard 4000 RPM level, so the system very quickly takes over control again, so it's not like you're really stressing the fans any more than you normally would. Just restore it back to default mode when you're not gaming.
The application has the option to launch on startup, and you can make custom configurations. It displays in the top system area next to your Synch or Time Machine icons and, nicely, displays the temp and RPMs. Right-clicking on it gives you the options to change everything on the fly.
Folks may still want to exchange their machines. But in the meantime, this works very well, and I'm quite happy with it. I'll be calling Apple support, of course, but since they would need to ship me a new machine (Apple retail store won't do a simple exchange), this would be a very workable, easy interim solution.