I recently converted a database from MyISAM to innoDB and consequently added many foreign keys. As I have an offline test database and an online one, I had to create each key offline and then do the same thing online. What I realised would be handy is if the foreign key section could produce the SQL code used to generate a key (similar to the database "create" code) which I could simply paste into the online database and run.
I eventually found the code online and created my own, changing the parameters each time, but this feature in Heidi would be handy.