I seem to remember Casey Muratori showing somewhere that there is something you can add in square brackets or perhaps with a comma at the end of a variable name to see the hex display. But I can't find it anymore. Is there a doc somewhere listing the things that I can do in the watch window?

I have found the right click popup that allows me to toggle it, but I want to know if the other way is just in my head or it does exist.

The README.txt file contains a complete list of format specifiers. The one for hexadecimal, specifically, is ",x" or ",X".

expression, x

To display something in hexadecimal.

Press F1 in RemedyBG to open the README.txt file which contains a list of the format specifiers (search for Format Specifiers).