We would like an option to comment on diffs in a pull request, but viewable first broken down by commit.

All of the pieces are effectively already there, because the pull request UI has a tab called 'Commits' which lets you see the commits that form the pull request. These commits have links:

However, when you click on a link, it takes you to a 'Commits' tab at a level in parallel with 'Pull requests':

... and you can't make comments at this point.

We want to be able to comment on the individual change sets within a pull request, not just the pull request as a whole.

The reason is this:

A complex pull request can have changed a lot of files. However, the individual commits within a pull request will (hopefully) have broken the changes into more intellectual digestible chunks. By viewing the pull request as a series of commits, the reviewer gets to go on the same logical journal as the original author took (or, that the original author synthesised through rebasing prior to pushing).