I have just upgraded to the last version of the plugin and to my surprise I finally see all the custom taxonomies and custom post types (they were not visible in the older version).
However there is a small bug within the taxonomy display function.
On my website I am using multiple taxonomies with multiple custom post types, some of the taxonomies are shared between the custom post types (there are 4 custom post types using the same taxonomy) - which in result gives me in widget the same taxonomy listed 4 times (as for 4 different custom post types) It's nothing serious except being a little bit annoying, but still worth mentioning.
I will try to set it up on the new version of WP 3.4 to verify if the issue persists and I will report back.
Other than that small issue - your plugin is outstanding !!! Thank you very much for making it available for the community.