Another thing you can do to add parts to a custom bin... Just drag any part out to the vertical bin menu, that is the column on the left of the parts bin under the magnifying glass. You can drag a part up and down the menu then drop it in your custom bin.
If you create a series of part with the same family name and you don't want all the icons in your bin. You can go into the .fzb and delete them all but one, then select the one you want from the family drop down list by variants, size, pins, etc...
I had inserted the code that created categories in the my_parts.fzb one time and it didn't work. But you are right, it would be nice to have some kind of section dividers. It is in the core bins... I don't know any reason they can't add them to my_parts or custom_parts bins. You can also change the order of the parts in your bin just by dragging them around and arrange them in groups. You can change the order of the bins by dragging them up and down the menu...