Unfortunately partial compiled deployment of App Code is not available in the VS UI...
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Overview Post on Web Deployment with VS 2010 can be found at http://vishaljoshi.blogspot.com/2009/09/overview-post-for-web-deployment-in-vs.html
<?xml version="1.0" ?>
<xsl:stylesheet xmlns:xsl="http://www.w3.org/1999/XSL/Transform" version="1.0">
<xsl:attribute name="value">New Setting Value</xsl:attribute>
Glad to know that you like the new UI... That was our goal as well... There are tiny yeh!! and nah!! all over the place but trust me the usability team over here spent a tons of time in looking into usability in great detail to come up with all the new models...
About app.config, we have heard that request and if you can send me an email @ email@example.com on this then I will try to follow up with appropriate people to see if we can consider doing it... Essentially more the votes the easier it is to push up the priority...