BackEnd Limit menu

Hi all,

I have developed a catalog-like extension for a client for managing customers.
The DB contains over 30.000 entries.

The backend listing contains all the "traditional" options to search, filter and limit.
For a God-only-knows-why reason, my client wants a "addressbook-like' limit menu that allows them to get to all the customers starting by a particular letter.
Even though I truly believe it is useless, they won't budge.
I've been looking around but I don't want to waste too much time on this, it being an "extra" feature not budgeted but that my client describes like an "obvious feature for any kind of customer DB system"...

Any idea on how to add this extra "limit" menu?

Thanks a bunch!

Erwan