Is it possible to sort components with underscore prefix to the top of the list. This would serve kind of like a favorites filter with “starred” stuff at the top of the list. Gets tiring to type in the component in the text field or to scroll down every time.
Which list? Can you post a screenshot?
You can just type a underscore in the search field. And maybe add the first letter of the name. Then use the arrow keys to select the right line (without leaving the text field) and press enter to add the glyphs/component.
If you have them at the top there is no need to type, use arrow keys or hit enter. You can just use the cursor and double click one of the underscored components at the top, super fast, like a favorites filter.
They do this for fonts in adobe using a star to favorite them at the top.
In this case typing _C followed by the Return key is the fastest way to get to _CornerSmall.
Sorting differently would only make the first component easier to reach but for all the others it wouldn’t make a difference, and potentially break other workflows.
I hear you, but having some kind of favorites filtering option is a super convenient and fast way to access commonly used components without typing anything. If not the underscore, maybe a star icon toggle. Adobe does this for typefaces so you don’t have to type in or scroll down a massive list of fonts.
You seem to have some affinity (no pun intended) for Adobe programmes, this is Glyphs 
I would highly discourage such a functionality, as these underscore components are usually only used once and not required otherwise. Having them at the top would be quite a waste. Why do you want to use your mouse to access them quickly? If you’re concerned with ease and speed of access, just hit Cmd+Shift(+Option)+C, type the component name (perhaps navigate with arrow keys) and hit enter to insert the component. Much faster than hunting with the mouse. I can’t remember the last time I selected a component with the mouse.
Oh dude, I can’t stand Adobe, easily my least favorite. The good news is they bought Figma and are learning some new tricks from this incredibly talented team. It’ll do Adobe some good I hope.
Is there zero value to having a favorites option/filter of some kind for components? I know for my work flow it would save a ton of time but if there’s no community interest I respectfully tap out.
I still don’t get what’s so terrible about pressing the underscore key. That is your filter.
Was thinking more of a favorites. To have the option not to type anything, but to have commonly used marked favorites prioritized at the top of the list where you can quickly double click. No typing, arrow clicks or enter clicks. Anything with a long list I usually find a favorites snapped to top super useful.
Speaking from personal experience, you might be in a good position to start learning scripting 
The thing to keep in mind when you have such ideas is that Glyphs team only have 24 hours in a day and your ideas may be too niche for them to work on. Luckily, the app is easily extendable with scripts and plugins to tune it to your needs.