Hi Steve,
Glad this is helping.
No, there is no feature in Windchill that automates any of the process. If you wanted to tag the parts in the XML, then you would have to come up with your own way of doing that, and the "change request checker" function would have to know how to look in the XML, and what to look for. I would say in that case you would want to store the actual part IDs from Windchill in the XML. Someone would have to create that list in the first place, and also keep it updated as changes are made.
Related objects: quite a lot of Windchill objects, when you explore them, have a Related Objects tab. This is one way that Windchill has of keeping relationships between objects, conceptually this could be reused to relate service data to parts for use by the "change request checker".
Customisation means just that, tailoring the product to your needs. And yes it would involve writing code.
-Gareth