My team would love to be able to sort notifications either by project, proof or anything. Right now, it's just all chronological and they are looking for the ability to, for example, sort by a project or proof and mark all of those notifications seen at one time.
The inability to do this can be particularly frustrating in the case of a proof. A user has gone into a proof, reviewed all the comments in the proof and then still has to go into their notifications and mark the notifications for the proof comments as "seen" in the notifications tab.