I've been asking for it for years, but it seems impossible, but here's what I like:
Aim the centerpoint at a grey area, lock with AF-ON button and, boom, whitebalance sampled. Instead of taking an actual picture , and then set and then turn to Custom WB, setting.
An option to choose your most used AF-points and then be able to skip only between the chosen ones, instead of a set number of points at set positions.