I have the 2.3dev version and I noticed two things:
1) There's already a note in the game indicating that it would be nice to be able to rename the Interceptors when you click on the name.
2) When you build multiple Interceptors, they're all named "I". For example, I have two Stiletto's at my base and they're both named "Stiletto I" rather than Stiletto I and Stiletto II.
I didn't see the ability to rename Interceptors on the TODO list, so I figured I'd post here to voice support for it. I'd like to be able to be able to name them something so I can tell which one has a certain weapon loadout that I'm looking for while trying to intercept a UFO.
As for the default names, most games of this type have automatically incremented the number after the name for each interceptor built of the same class. That's ok, but if you're going to do that, please make it look at the names that exist first, so that if I had five Stilettos, "I" through "V", and "III" gets destroyed, I want it to recognize that there's a "I" and a "II", but not a "III" and name my next Stiletto "III". Otherwise, it would name my next one "VI".