Hey Josh,
The module doesn't have such a function. You can achieve this with a template override and custom php code.
The reason I haven't added this into the module is performance. I know a lot of people who are showing the latest 100 comments! Yep, the last 100! And they have like 40 different categories. When we store the comment in the database, we don't store the category of the article. We just store the article_id. So once we have the comments, we would need to read the content table, then read the categories table. And that are queries and lost speed for little use.
Kind regards,
Daniel