It is amazing how different each of our experiences is with SD. After a few “misfires” with SD Text Expansion, I turned it off. As a result, I never discovered the “ta” shortcut expansion.
But you’re right – it is very cool! And I just thought of an extension of this expansion, which I often use in UI scripting:
tell application "System Events"
tell application process "#~application~#"
end
end tell
We do have a feature request section here…
FWIW, user-defined pickers are something I’d find handy. But it would involve a fair bit of work, and until now no-one has asked.
But before you get too excited, a couple of things:
The expansion tags are designed for use in clippings and text substitutions, not direct entry. Some of them can be reproduced using #~ and ~#, but not all, and that’s an implementation detail that could change. You’re of course free to use it, but we’re also free to change it.
Pickers are implemented as popup menus similar to contextual menus. And like contextual menus they have no prompt text, and they don’t have any concept of multiple selection — they are not tables. So your specific example can’t be implemented as a picker.
That’s why I like focused forums! 
I can learn a lot.
But yes, “ta” + return(twice) + Fi (the menu has type selection, another bonus) + tab and you’ve got this in half a dozen keystrokes:
tell application "Finder" #~-- your code goes here...~# end tell
