Well, I was going to say that it’d be nice to fine-tune Codex so I could train it on SPARQL queries (similar to SQL) in order to create Wikidata queries faster, but it freaking knows how to do that already! 
Codex Flex
Besides being mindblown by that, I think it would be nice to be able to fine-tune Codex, however you would need quite a large amount of data to fine-tune on as @boris said. We're all still exploring how to talk to Codex in order to get desired output, but maybe there are cases where training Codex on specific modules and libraries would help improve overall performance when asking Codex to produce large amounts of code at once.
However, with proper prompt engineering and guidance on our part, we should be able to get pretty good output from Codex. There will be cases where we don’t get desired output, but we shouldn’t rely completely on Codex to solve every problem we throw at it, and like @abel said, giving it proper guidance with examples definitely helps.