I would actually appreciate if you file those suggestions as issues against my github repo, otherwise i might forget
It is possible to set static IP on STA interface, but not with Espressif's API which i'm using right now. If I rewrite the tcp/udp commands on top of lwIP, this will certainly be possible. But i can't give an estimate when this will happen.
Filtering is certainly possible for TCP (though TCP server does not yet work in my firmware), just ignore connections coming from unwanted IPs.
For UDP there's probably an additional command that has to be introduced, like +CIPUDPFILTER="ip address" or something like that.
GSN command prints serial number returned by system_get_chip_id function from the SDK. Comparing my serial with MAC address (returned by +CIPSTAMAC? command) I believe MAC is also generated from this serial number.