It would be extremely useful to insert custom components directly via the command palette, enabling faster workflows and reducing the need to navigate through the element menu.
Yep, agreed 
Should be a quick improvement.
We’ve addressed this in Bricks 2.4-beta (beta release), now available for manual download from your Bricks account.
Please read the changelog entry before testing, and let us know if you experience any issues. Note: beta builds are not recommended for production sites.