You have to do it in Act Two. For some strange reason, Jessica and Gwen don't really feel like playing dress-up whilst Gwen's dealing with her new situation and a war rages right outside the Manor gates ;)
The Quick Menu should be displaying permanently if you have it set to "Enable" in preferences. Make sure you don't have it on "Disable".
No way to grind right now, but I'm adding a "look for trouble" mode, hopefully for the next update, that will allow players to engage in non-district fights and gain EXP (as well as allowing MC to learn new skills from new recruits).
Bug reports and issues should be reported in the CK server, yes - makes it much easier for me to keep track of them that way :)