Henrik,

The short answer is "yes" I have UEStudio launching my MEL U2 Programmer with the target device type (e.g. 18F4620) and the source hex file.
It launches the U2 Programmer GUI with the file loaded and all I have to do is press "Program" in the GUI.

Let me put together some information regarding this and some more details on other features/functions I have setup.
I'll post the info for you and others as a .pdf file here.

BTW, I have been a UltraEdit user for about 12 years.
I switched to UEStudio about 8 years ago for all of the Solution/Project/Build capabilities that are available in UEStudio.