I figured out how to extend the plugin to do this myself - it is actually very easy because the plugin relies on jQuery cycle. You can add a pager like so:
http://jquery.malsup.com/cycle/int2.html
In content-slider.php, just change 'null' to '#nav' in this code:
<script type="text/javascript">
jQuery('#featured_slider ul').cycle({
fx: '<?php $c_slider_effect = get_option('effect'); if(!empty($c_slider_effect)) {echo $c_slider_effect;} else {echo "scrollLeft";}?>',
prev: '.feat_prev',
next: '.feat_next',
speed: 800,
timeout: <?php $c_slider_timeout = get_option('timeout'); if(!empty($c_slider_timeout)) {echo $c_slider_timeout;} else {echo 4000;}?>,
pager: '#nav' (instead of 'null')
});
</script>
Then add:
<div id="nav" class="nav"></div>
right before:
<div id="featured_slider">
And style it with CSS how you'd like it to look.