Today, application extensions in SPFx (command sets, application customizers & field customizers) can't be tested within either the local or SharePoint Online hosted workbench. This is a bummer and a big step backwards to such a cool aspect to the development story with SPFx.

I get that you need a list to work with, but at a minimum, the workbench could have a static list with static data and no other functionality for us to test the customizations on.

My wish is that Microsoft adds support to the workbench for extensions before GA.

I'd like to have the option for an admin to 1) load upp the script and other resources in a customer owned or managed CDN location and 2) allow the admin to specify that location when adding the .sppkg file into the app catalog.
This would allow for more flexible usage of SPFx applications and also allow enterprises to have better governance of the script resources - which would increase the adoption of SPFx and also allow ISV's to create more solutions.

Provide an onDelete() method that occurs when a web part is deleted from a page. This will allow for the web part to remove any files related to the instance being deleted.

See discussion on:
https://github.com/SharePoint/sp-dev-docs/issues/289

Currently if you implement site provisioning solution and you need to install some third party known app, you should activate side loading feature that is not recommended for production(by security reasons) and use method load and install.
this way has several disadvantages:
1) Customers will afraid such solution because of recommendations outlined above.
2) Upgrade process. it will "painfully" to upgrade each package on each site
3) You need an app package file to get file stream for LoadAndInstall method