It would be great to be able to drag a Playlist or a Version directly from the Shotgun UI in the browser, over to a Screening Room for RV session. The goal would be to quickly be able to find something in Shotgun that you didn't originally have set up for the review, and drag it in. Ideally this would add the Version/Playlist to the current session in a way that doesn't wipe out the review in progress.
Perhaps more sophisticated tools for quickly finding a specific Playlist or Version in the Screening Room UI (and adding to the current session) would serve the same purpose, that may be another direction here. Weight in on your preferred approach in the comments, and click "Me Too!" to vote up this feature.