Hi Owen,
great that you like the commands. Actually, I have been playing around with this idea. Basically, a nwsiena command that uses the existing R-statnet libraries (like the nwergm command does) would be fairly easy to implement. When using nwergm Stata installs R and the required libraries in the background. No knowledge of R is required. I thought about writing something similar for siena, which is on the list for the next major release (around June 2015). It would only be a wrapper for R, but probably that is all that is needed.
Best,
Thomas