Is there a way to selectively paint countries when using pygmt.Figure.coast like there is when using the -E option on gmt coast? It’s not listed as an available parameter on the pygmt.Figure.coast documentation and I’m not seeing an equivalent capability in one of its other the parameters.
Not recommended, but you could do fig.coast(E=...). But best to open up a pull request to add a long-alias for E, see e.g. https://github.com/GenericMappingTools/pygmt/pull/481 for how it can be done 
Per my pull request, the alias is dcw= to selectively paint countries once v0.3 is released!
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Awesome! Will be a useful addition.