I don't know that there is a whole lot of explicit Cocoon support I can see needing.
Sitemap and xsp authoring support (would be nice. (auto complete, validation)
also, I have often wished I could "open" an xml doc over http from cocoon, like:
http://localhost:8888/myapp?foo=fee&cocoon-view=content and use that as the input while
authoring my xsl. That's not specific to cocoon but I don't know that it would be
as useful to other than cocoon users.
None of the good xslt editing environments I've tried appear to support that.
Geoff