Most of my irritations are around the text/dialog features, and most of them (buttons/editing in play,etc) have already been mentioned.
One additional one though, is that swapping between the plain text and gui views of dialog seems to throw away anything it can't fit into the gui view, which is a good way to lose a lot of work because you made a typo somewhere near the top (while working in text view). Some sort of error message giving you a chance to fix would be a lot better (or 'commenting out' but retaining the bad bits).
Oh, and while the Preview dialog function is great for simple dialog, for complex, nested or dynamic dialog it doesn't seem to behave right? Or I can't work out how it's supposed to behave!
(Honestly - and I know this is new feature territory - but I'd love it if bitsy supported live editing, so you could change text or sprites on the fly)