It would be great if you could send me the example.
I think the theme settings feature is needed - eg. for customising colour palette (like some Drupal themes do).
And one thing came to my mind when thinking about theme settings - maybe it'd be better to divide module settings and theme settings in Settings page? Or maybe render each module and theme settings on different tab/collapsible panel? I recently wrote a module
which had lots of settings and the page grew really long...