To fill the whole canvas, or a selection of pixels, with the active color:
Navigate to Edit > Fill With Active Color (⌥⌘F)
Pixen makes it easy to increment and decrement the opacity of the active color by a fixed step (10%).
To increase opacity:
Navigate to Edit > Increase Opacity (⇧⌘↑)
To decrease opacity:
Navigate to Edit > Decrease Opacity (⇧⌘↓)