I (still) don't have an answer to this question - but possibly a hint which helps to create your own function:
status = jchooser.showOpenDialog();
javaFrame = get(h_figure,'JavaFrame');
jfig = javaFrame.fFigureClient.getWindow;
status = jchooser.showOpenDialog(jfig);
opens the dialog in the center of h_figure. You cannot choose the exact position - but if you have a figure on the 2nd monitor also the dialog will show up there.
Obviously, this solution depends on the undocumented 'JavaFrame' property. I think you are aware of the consequences.
JFilesChooser can also be used with the option FILES_ONLY to choose files. There is also an option which decides if one or multiple files can be chosen. However, I have not managed yet to specify a FilterSpec to filter for certain extensions.
I have tried JFileChooser for R2010b under Windows XP and Windows 7. With Windows 7, I found that there is a (known) bug such that some buttons are not visible as they should. However, these features are also available via a context menu.