Hi Michael,
It's currently not possible to use R charts in the Visualise or Compose tab.
You could enter this as suggestion on the ideas place. You would get my vote ;-)
https://ideas.sap.com/PredictiveAnalytics
Just answering another question of yours: With SAP Predictive Analytics 2.2 it is now possible to have individual charts offered as separate icons. That's called multiplot as briefly shown in this Tutorial on the new features. I will try to put an example on SCN soon
http://scn.sap.com/docs/DOC-64634
Andreas