This isn't of immediate help but I am currently working on a widget based on this plugin: http://weareoutman.github.io/clockpicker/
I'm trying to fit this in around project work though so am probably still a few days away from having it finished.
Edit: Found a bit of time yesterday... V1 now available here: https://github.com/AuraQ/ClockPickerForMendix/releases/tag/1.0.0
Will also submit this to the app store for approval by the end of the day tomorrow (Monday)
I don't know of a good time picker - definitely a gap to be filled. I found a few JS time pickers that might be good foundations for a new widget:
http://www.sitepoint.com/10-jquery-time-picker-plugins/ (Numbers 1, 2, 7, and 8 are pretty neat)
I also pulled the standard dijit time pickers, but I'm not a fan of either one:
As I recall, there used to be one in the past, but was deprecated because it didn't work as well as expected. There are good widget developers that can create such a widget. If you want to start building one (or anyone else) I would be willing to help.