Implement auto-save on compile.
I am so used to the 'save on compile' option in Visual Studio, that I can't get into the habit of saving in Linqpad until I have finished or closing linqpad (and since Linqpad is so useful it never gets closed).
This has resulted in me losing work several times.
Would it be hard to add an option to save files to the temporary folder when a query is run.
Don't need there is a need to attempt to recover the files, as I can go looking for them.
Note that an auto-recovery feature was added a while ago, so you should never lose work.
Dan Phillips commented
Another benefit of this would be that LINQPad wouldn't need to ask you "do you want to save" whenever it shuts down.