Hey Dave, thank you for using Menu Icons!
I don’t think an option page is necessary for previewing the icons. I have an update for the plugin where you can select the icons for your menu items using the media modal, just like when you select an image for the post’s featured image. It’s not released yet, but if you want to try it, you can clone the repo at Github and checkout the selector-modal
branch. You can see the (outdated) screenshot in my tweet.
That said, I may be adding an option page where you can choose which icon types should be activated.
As for the icon size and position; these two are actually the last items in my list for this update before the new version is released. You will be able to set the icon position (before or after the menu item text), and the icon size (font-size, em-based).
Stay tuned! ??