We added almost all missing settings to Telegram Desktop in today 1.0.26 stable release! Now you can go to Settings and:

— Change your phone number.
— Edit who can see your last seen time and who can add you to groups.
— Edit your list of blocked users.
— Edit account self-destruction settings.

+ you get a nice message search feature: click on the date in any chat and jump quickly to messages from a specific day.

You can update your version in Settings or download it from https://desktop.telegram.org