I think it would be even slicker if you could specify AA callback with one of the menu options (realistically, that's going to be either 1 or 2) already selected.
If I want the AA to call me back using the auto callback method for a pre-specified incoming number {(nnnnnnnnn):aa($1)}, I'd like the option to specify skipping listening to the AA main menu when it calls back -- just give me the prompt as if I already selected 2 ("enter new number followed by #", or whatever the exact wording is.)
This could also work for the situation where you know by default you'd like "continue this call", option 1, bridge to the PHONE port. In this case when it phones you back, you answer, and the next thing you hear is the PHONE port ringing.
(I can't think of any reason why you'd ever want the AA to call you back with option 3 "enter call back number" already selected, but you never know, I guess.)
Perhaps you could specify this with syntax like {(nnnnnnnnn):aaph($1)},{(nnnnnnnnn):aanew($1)}, as well as just plain old {(nnnnnnnnn):aa($1)} if you actually prefer to hear the main menu on call back.
Generalising this scheme, you could also effectively pre-select an AA main menu for specified incoming numbers that go all the way through to being answered by AA, using something like {(nnnnnnnnn):aanew}, just using {(nnnnnnnnn):aa} if you wanted to hear the main menu.