A Passage List can be generated from a selection. When that selection comes from a Scripture-reference-indexed work such as a commentary, the references which are addressing where you are in the commentary are included in the PL.

I'd like to turn these into Headings, like this:

To convert a link to a Heading, I could always do this: Right-click (not on a reference link itself but somewhere else on the line), select Copy, Right-click again, select Insert Header, Paste (Ctrl+V), and then hover over the link line and click the red X to delete it. In fact that's how I created the above example. But that's a six-step process. it would be simpler to be able to do right-click, Convert to Heading.