I'm a member of Code Review; we have a very (star-happy) chat room called The 2nd Monitor. It's not uncommon to want to make a reply to a message on the starwall and start a conversation based off of that message.
There's no option to reply to something on the starwall by using the drop-down menu for each message; you only have the ability to create a permalink, flag, star/unstar or view history of the comment, so in order to reply to a comment currently you have to hover over the timestamp (which has a link to the original comment) and copy the original ID into chat by hand.
Could an item be added to the dropdown menu that allows you to quickly reply to that specific comment? All I would expect it to do is just populate the chat box with
:messageId (where messageId is the Id of the message you're replying to).