FYI, if you have any issues or enhancement requests for Spy for Solid Edge, you can submit a new issue on the project site. Just click the "New Issue" link and set the Type to "Issue" or "Feature". The only requirement is that you must be signed into CodePlex first. You may have to follow the project as well but I haven't tested that.
I've added a few myself from direct requests so that we can track them. I believe you guys can vote on each item as well to give weight to certain features.