The feather range is fairly limited. I am a huge fan of strong vignettes, but sometimes a elliptical shape. Some times I want a more square shape, or a more complex shape. This would be a page out of Davinci Resolve's playbook. you can use geometric shapes, and/or a pen to draw the window, and then it will then put the "rings" to control the amount of feather.
Current workaround
typically, what I do is get it as close as I can with the ellipse and then use a soft brush to modify as best as I can by hand